Asymptotic properties of the tail distribution and Hill's estimator for shot noise sequence.
| Autor: | Zhang, Chenhua1 chenhua.zhang@usm.edu, McCormick, William2 bill@stat.uga.edu |
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| Zdroj: | Extremes. Dec2012, Vol. 15 Issue 4, p407-435. 29p. |
| Databáze: | Business Source Ultimate |
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