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04/09/2019
Extreme value theory based confidence intervals for the parameters of a symmetric Lévy-stable distribution
We exploit the asymptotic normality of the extreme value theory (EVT) ba...
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01/02/2018
Tail empirical process and weighted extreme value index estimator for randomly right-censored data
A tail empirical process for heavy-tailed and right-censored data is int...
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01/02/2018
