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On maximum likelihood estimation of the extreme value index

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2010On optimal portfolio diversification with respect to extreme risks65 cited
2022Overview and Open Research Topics in Statistics of Univariate Extremes63 cited
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2015Existence and consistency of the maximum likelihood estimators for the extreme value index within the block maxima framework47 cited
2008Mixed moment estimator and location invariant alternatives

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47 cited

2008Existence and consistency of the maximum likelihood estimator for the extreme value index43 cited

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