On distributionally robust extreme value analysis (Q2191428)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On distributionally robust extreme value analysis |
scientific article |
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On distributionally robust extreme value analysis (English)
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24 June 2020
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distributional robustness
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generalized extreme value distributions
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KL-divergence
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Rényi divergence
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quantile estimation
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