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10/14/2021
Kernel estimation for the tail index of a right-censored Pareto-type distribution
We introduce a kernel estimator, to the tail index of a right-censored P...
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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
