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ON TAIL INDEX ESTIMATION FOR DEPENDENT, HETEROGENEOUS DATA
Author(s) -
Jonathan Hill
Publication year - 2010
Publication title -
carolina digital repository (university of north carolina at chapel hill)
Language(s) - English
DOI - 10.17615/9nvc-9267
Subject(s) - index (typography) , estimation , statistics , computer science , mathematics , econometrics , economics , management , world wide web

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