A unification of tail estimators (Q3978044): Difference between revisions
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scientific article
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English | A unification of tail estimators |
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A unification of tail estimators (English)
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25 June 1992
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unification of tail estimators
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Hill's estimator
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generalized Pareto distribution
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exceedances over threshold
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quantile function
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density- quantile function
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tail behavior model
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