Effect of extrapolation on coverage accuracy of prediction intervals computed from Pareto-type data (Q1848960)

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Effect of extrapolation on coverage accuracy of prediction intervals computed from Pareto-type data
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    Effect of extrapolation on coverage accuracy of prediction intervals computed from Pareto-type data (English)
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    14 November 2002
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    bootstrap
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    calibration
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    domain of attraction
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    exeedence
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    peaks over thresholds
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    extreme values
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