Estimation of high conditional quantiles using the Hill estimator of the tail index (Q286478): Difference between revisions

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Latest revision as of 01:25, 12 July 2024

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Estimation of high conditional quantiles using the Hill estimator of the tail index
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    Estimation of high conditional quantiles using the Hill estimator of the tail index (English)
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    20 May 2016
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    extreme value theory
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    high conditional quantiles
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    Hill estimator
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    Pickands estimator
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    quantile regression
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    tail index
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