Data-adaptive trimming of the Hill estimator and detection of outliers in the extremes of heavy-tailed data
Published in Electronic Journal of Statistics, 2019
Recommended citation: Shrijita Bhattacharya, Michael Kallitsis, Stilian Stoev (2019) " Data-adaptive trimming of the Hill estimator and detection of outliers in the extremes of heavy-tailed data " Electronic Journal of Statistics. 13(1):1872-1925.
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