An asymptotically unbiased minimum density power divergence estimator for the Pareto-tail index
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Publication:2350660
DOI10.1016/j.jmva.2013.06.011zbMath1328.62201OpenAlexW2017910535MaRDI QIDQ2350660
Yuri Goegebeur, Goedele Dierckx, Armelle Guillou
Publication date: 25 June 2015
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2013.06.011
Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Nonparametric estimation (62G05) Statistics of extreme values; tail inference (62G32)
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