A new estimation method for Weibull-type tails based on the mean excess function
Autor: | Dierckx, G., Beirlant, J., De Waal, D., Guillou, A. |
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Zdroj: | In Journal of Statistical Planning and Inference 2009 139(6):1905-1920 |
Databáze: | ScienceDirect |
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