A refined Weissman estimator for extreme quantiles (Q6176329): Difference between revisions

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scientific article; zbMATH DE number 7730786
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A refined Weissman estimator for extreme quantiles
scientific article; zbMATH DE number 7730786

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    A refined Weissman estimator for extreme quantiles (English)
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    22 August 2023
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    extreme quantile
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    bias reduction
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    heavy-tailed distribution
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    extreme-value statistics
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    asymptotic normality
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