Estimation of a tail index based on minimum density power divergence (Q957324)

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scientific article; zbMATH DE number 5374633
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Estimation of a tail index based on minimum density power divergence
scientific article; zbMATH DE number 5374633

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    Estimation of a tail index based on minimum density power divergence (English)
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    27 November 2008
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    tail index
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    minimum density power divergence estimator
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    robustness
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    outliers
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    strong mixing processes
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