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Collection's Items (Sorted by Submit Date in Descending order): 1 to 1 of 1
Kohout, Václav , Pěchoučková, Šárka
Bootstrap and Moment Estimator of the Tail Index γ

One of the major interests in extreme-value statistics is to infer the tail properties of the distribution functions in the domains of attraction of an extreme-value distribution and predict rare events. There is the primary problem to find the estimation of the tail index ...

Collection's Items (Sorted by Submit Date in Descending order): 1 to 1 of 1