A note on the asymptotic normality of the ET method for extreme quantile estimation. (Q1423230)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the asymptotic normality of the ET method for extreme quantile estimation. |
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A note on the asymptotic normality of the ET method for extreme quantile estimation. (English)
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14 February 2004
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Exponential tail
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Extreme quantiles
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Asymptotic distribution
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Second-order
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conditions
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