Peaks-Over-Threshold Modeling Under Random Censoring (Q3566560)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Peaks-Over-Threshold Modeling Under Random Censoring |
scientific article |
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Peaks-Over-Threshold Modeling Under Random Censoring (English)
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8 June 2010
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asymptotic normality
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extreme value index
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Newton-Raphson algorithm
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random censoring
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