Adaptive tail index estimation: minimal assumptions and non-asymptotic guarantees

Fuente: arXiv

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Bibliographic Details
Main Authors:	Lederer, Johannes, Sabourin, Anne, Taheri, Mahsa
Format:	Preprint
Published:	2025
Subjects:	Other Statistics Statistics Theory
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2505.22371