On the tail index of a heavy tailed distribution (Q904090)
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scientific article; zbMATH DE number 6531037
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the tail index of a heavy tailed distribution |
scientific article; zbMATH DE number 6531037 |
Statements
On the tail index of a heavy tailed distribution (English)
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15 January 2016
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confidence interval
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coverage probability
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empirical likelihood
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tail index estimation
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Edgeworth expansion
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