Tail index estimation with a fixed tuning parameter fraction (Q899351)
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scientific article; zbMATH DE number 6524344
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail index estimation with a fixed tuning parameter fraction |
scientific article; zbMATH DE number 6524344 |
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Tail index estimation with a fixed tuning parameter fraction (English)
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28 December 2015
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extreme value theory
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heavy tails
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stable distributions
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