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