An estimator for the tail index of an integrated...

An estimator for the tail index of an integrated conditional Pareto–Weibull-type model

Goegebeur, Yuri, Guillou, Armelle, Osmann, Michael
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Volume:
103
Language:
english
Journal:
Statistics & Probability Letters
DOI:
10.1016/j.spl.2015.04.008
Date:
August, 2015
File:
PDF, 392 KB
english, 2015
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