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MR1655939 (2000a:62037) 62E20 (62G32) Pan, Jiazhu Some results on estimation of the tail index of a distribution. A Chinese summary appears in Chinese Ann. Math. Ser. A 19 (1998), no. 2, 284. Chinese Ann. Math. Ser. B 19 (1998), no. 2, 239--248.

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