A unification of tail estimators (Q3978044): Difference between revisions

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A unification of tail estimators
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    A unification of tail estimators (English)
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    25 June 1992
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    unification of tail estimators
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    Hill's estimator
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    generalized Pareto distribution
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    exceedances over threshold
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    quantile function
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    density- quantile function
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    tail behavior model
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