Optimal asymptotic estimation of small exceedance probabilities (Q1600743): Difference between revisions

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Latest revision as of 10:54, 4 June 2024

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Optimal asymptotic estimation of small exceedance probabilities
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    Optimal asymptotic estimation of small exceedance probabilities (English)
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    16 June 2002
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    generalized Pareto
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    tail probability estimation
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    extreme values
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    bootstrap
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