Tail index estimation, concentration and adaptivity (Q902214)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail index estimation, concentration and adaptivity |
scientific article |
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Tail index estimation, concentration and adaptivity (English)
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7 January 2016
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Hill estimator
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adaptivity
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Lepski's method
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concentration inequalities
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order statistics
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0.8927174
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0.8868346
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0.88539934
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0.88242733
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0.8820764
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