Improving extreme quantile estimation via a folding procedure (Q963870): Difference between revisions

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Improving extreme quantile estimation via a folding procedure
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    Improving extreme quantile estimation via a folding procedure (English)
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    14 April 2010
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    extreme quantile estimation
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    peaks-over-thresholds
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    generalized Pareto distribution
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    folding
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    generalized probability-weighted moments estimators
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