Location invariant reduced-bias tail index estimation under...

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Journal of Statistical Theory and Practice 2017 / 06

Location invariant reduced-bias tail index estimation under a third-order framework

Henriques-Rodrigues, Lígia, Gomes, M. Ivette
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Language:
english
Journal:
Journal of Statistical Theory and Practice
DOI:
10.1080/15598608.2017.1342577
Date:
June, 2017
File:
PDF, 1.84 MB
english, 2017
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