On testing the extreme value index via the POT-method (Q1922377)

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On testing the extreme value index via the POT-method
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    On testing the extreme value index via the POT-method (English)
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    26 February 1997
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    delta-neighborhood
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    peaks over threshold
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    point process of exceedances
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    asymptotic sufficiency
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    Hellinger distance
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    generalized Pareto distribution
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    contiguous alternatives
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    number of exceedances
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    log-likelihood ratio
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    local asymptotic normality
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