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Local robust and asymptotically unbiased estimation of conditional Pareto-type tails
Dierckx, Goedele, Goegebeur, Yuri, Guillou, ArmelleVolume:
23
Language:
english
Journal:
TEST
DOI:
10.1007/s11749-013-0350-6
Date:
June, 2014
File:
PDF, 709 KB
english, 2014