Linear combinations of order statistics to estimate the quantiles of generalized Pareto and extreme values distributions (Q1402994)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear combinations of order statistics to estimate the quantiles of generalized Pareto and extreme values distributions |
scientific article |
Statements
Linear combinations of order statistics to estimate the quantiles of generalized Pareto and extreme values distributions (English)
0 references
31 August 2003
0 references
extreme events
0 references
generalized extreme values distribution
0 references
generalized Pareto distribution
0 references
order statistics
0 references
quantiles
0 references
