Semi-parametric tail inference through probability-weighted moments (Q607216)

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scientific article; zbMATH DE number 5817729
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Semi-parametric tail inference through probability-weighted moments
scientific article; zbMATH DE number 5817729

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    Semi-parametric tail inference through probability-weighted moments (English)
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    19 November 2010
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    heavy tails
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    extreme value index
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    first order scale parameter
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    semi-parametric estimation
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    statistics of extremes
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