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The Institute of Theoretical and Applied Mechanics
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Original version of the author's contribution as presented on USB, paper 540007_1.pdf.:
PDF
Finite sample behaviour of classical and quantile regression estimators for the Pareto distribution
Caeiro, Frederico
;
Sequeira, Inês J.
Pareto distribution, Monte-Carlo method, Maximum likelihood estimator, Moment estimator, Quantile regression estimator. AMS: 62F10, 62J05, 65C05.
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