Let X_1,n≤⋯≤ X_n,n be the order statistics of n independent
random varia...
Let denote S_n(p) = k_n^-1∑_i=1^k_n( log (X_n+1-i,n /
X_n-k_n, n) )^p, w...
We propose a class of weighted least squares estimators for the tail ind...
Estimation of the tail index of heavy-tailed distributions and its
appli...
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