Generalizations of the Hill estimator -- asymptotic versus finite sample behaviour
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Publication:5931393
DOI10.1016/S0378-3758(00)00201-9zbMath0967.62035MaRDI QIDQ5931393
M. João Martins, M. Ivette Gomes
Publication date: 25 July 2001
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Asymptotic properties of nonparametric inference (62G20) Statistics of extreme values; tail inference (62G32)
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