Estimating catastrophic quantile levels for heavy-tailed distributions (Q977160): Difference between revisions

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Latest revision as of 23:05, 2 July 2024

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Estimating catastrophic quantile levels for heavy-tailed distributions
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    Estimating catastrophic quantile levels for heavy-tailed distributions (English)
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    20 June 2010
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    Pareto index
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    Extreme quantiles
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    Censoring
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    Bias reduction
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