On Tail Index Estimation Based on Survey Data

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Submitted on : Friday, September 13, 2019 - 4:08:17 PM
Last modification on : Friday, December 13, 2019 - 10:18:06 AM

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Stéphan Clémençon, Emilie Chautru, P. Bertail. On Tail Index Estimation Based on Survey Data. ESAIM: Probability and Statistics, EDP Sciences, 2013. ⟨hal-02286746⟩

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