Semi-parametric estimation for heavy tailed distributions (Q650683)
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scientific article; zbMATH DE number 5981261
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semi-parametric estimation for heavy tailed distributions |
scientific article; zbMATH DE number 5981261 |
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Semi-parametric estimation for heavy tailed distributions (English)
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26 November 2011
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extreme value index
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second order parameter
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Hill estimator
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semi-parametric estimation
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asymptotic properties
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