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Peaks Over Random Threshold Methodology for Tail Index and High Quantile Estimation

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References

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2022Direct Reduction of Bias of the Classical Hill Estimator118 cited
2003On optimising the estimation of high quantiles of a probability distribution113 cited

Cited by

2008Mixed moment estimator and location invariant alternatives47 cited
2019A Review of More than One Hundred Pareto-Tail Index Estimators39 cited

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