Estimating catastrophic quantile levels for heavy-tailed distributions (Q977160): Difference between revisions
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Revision as of 00:49, 20 March 2024
scientific article
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English | Estimating catastrophic quantile levels for heavy-tailed distributions |
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Estimating catastrophic quantile levels for heavy-tailed distributions (English)
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20 June 2010
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Pareto index
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Extreme quantiles
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Censoring
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Bias reduction
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