Approximation pénultième pour la loi des excès (Q2741011): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation pénultième pour la loi des excès |
scientific article |
Statements
Approximation pénultième pour la loi des excès (English)
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9 September 2001
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extreme value theory
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distribution function of excesses
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generalized Pareto distribution
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ultimate and penultimate approximations
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asymptotic behaviour
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