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Alexandre M. Berred 《Statistics》2013,47(2):93-109
Let {X n:n ≥ 1} be an i.i.d. sequence of random variables with a continuous distribution function F. Under the assumption that the upper tail of Fis regularly varying with exponent 1/α, α > 0, we study the asymptotic properties of an estimator of α based on k-record values. 相似文献