Multivariate Hill Estimators (Q6064653)
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scientific article; zbMATH DE number 7763514
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate Hill Estimators |
scientific article; zbMATH DE number 7763514 |
Statements
Multivariate Hill Estimators (English)
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10 November 2023
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Hill estimator
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elliptical distribution
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minimum covariance determinant
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tail index
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\(L_h\) norm
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