Comparison at Optimal Levels of Classical Tail Index Estimators: a Challenge for Reduced-Bias Estimation?

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 P-00J-6V9
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Article
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2010
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in Discuss. Math. Probability and Statistics - Discussiones Mathematicae Probability and Statistics, ISSN: 1509-9423
Volume: 30, Issue: 1, Pages: 35
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ISSN: 1509-9423
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