High-dimensional peaks-over-threshold inference (Q4561013)
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scientific article; zbMATH DE number 6991020
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High-dimensional peaks-over-threshold inference |
scientific article; zbMATH DE number 6991020 |
Statements
High-dimensional peaks-over-threshold inference (English)
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10 December 2018
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functional regular variation
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gradient score
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Pareto process
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peaks-over-threshold analysis
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proper scoring rule
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statistics of extremes
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