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simple mo dication of the Hill estimator with applicat simple mo dication of the Hill estimator with applicat

simple mo dication of the Hill estimator with applicat - PDF document

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Uploaded On 2015-06-12

simple mo dication of the Hill estimator with applicat - PPT Presentation

id random ariables with and de64257ne 1 2 to the order statistics The Hill estimator Hill 1975 of the tail index is pseudomaxim um lik eliho estimator based on the exp onen tial appro ximation of the normalized logspacings ln X 1 for In practice the ID: 84786

random ariables with and

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