Change point test for tail index for dependent data (Q649099)
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scientific article; zbMATH DE number 5982650
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Change point test for tail index for dependent data |
scientific article; zbMATH DE number 5982650 |
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Change point test for tail index for dependent data (English)
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30 November 2011
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regular variation
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Hill's estimator
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change point test
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