Robust and asymptotically unbiased estimation of extreme quantiles for heavy tailed distributions (Q2452882)

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Robust and asymptotically unbiased estimation of extreme quantiles for heavy tailed distributions
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    Robust and asymptotically unbiased estimation of extreme quantiles for heavy tailed distributions (English)
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    5 June 2014
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    Pareto-type distribution
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    bias correction
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    robustness
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