Optimal asymptotic estimation of small exceedance probabilities (Q1600743): Difference between revisions
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Latest revision as of 10:22, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal asymptotic estimation of small exceedance probabilities |
scientific article |
Statements
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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