A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes (Q497491): Difference between revisions

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+Estimation of the extreme-value index and generalized quantile plots
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+Estimation of the extreme value index and extreme quantiles under random censoring
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+Statistics of Extremes
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+Excess functions and estimation of the extreme-value index
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+Generalized Additive Modelling of Sample Extremes
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+Statistics of Heteroscedastic Extremes
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+Publication:497491