Adaptive estimation of a tail shape second order parameter: A computational comparative study
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2002 ◽
Vol 75
(11)
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pp. 812-823
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2001 ◽
Vol 130
(1-2)
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pp. 231-244
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2012 ◽
Vol 41
(19)
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pp. 3575-3607
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2005 ◽
Vol 53
(7)
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pp. 2408-2420
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