Peaks-Over-Threshold Modeling Under Random Censoring (Q3566560): Difference between revisions

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Revision as of 02:00, 5 February 2024

scientific article
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Peaks-Over-Threshold Modeling Under Random Censoring
scientific article

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    Peaks-Over-Threshold Modeling Under Random Censoring (English)
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    8 June 2010
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    asymptotic normality
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    extreme value index
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    Newton-Raphson algorithm
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    random censoring
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