Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Estimating the Tail Index by using Model Averaging   The ideas of model averaging are used to find weights in peak-over-threshold
problems using a possible range of thresholds. A range of the largest
observations are chosen and considered as possible thresholds, each time
performing estimation. Weights based on an information criterion for each
threshold are calculated. A weighted estimate of the threshold and shape
parameter can be calculated.

20
The categories of this paper are: acc-phys
32
The categories of this paper are: atom-ph
10
The categories of this paper are: q-bio
22
The categories of this paper are: chao-dyn
36
The categories of this paper are: cmp-lg
34
The categories of this paper are: chem-ph
25
The categories of this paper are: patt-sol
5
The categories of this paper are: gr-qc
24
The categories of this paper are: dg-ga
12
The categories of this paper are: nucl-th
3
The categories of this paper are: physics
2
The categories of this paper are: math
27
The categories of this paper are: comp-gas
18
The categories of this paper are: econ
26
The categories of this paper are: bayes-an
9
The categories of this paper are: nlin