Estimation of the tail parameter in the domain of attraction of an extremal distribution (Q1890873)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the tail parameter in the domain of attraction of an extremal distribution |
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Estimation of the tail parameter in the domain of attraction of an extremal distribution (English)
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5 July 1995
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generalized extreme value distribution
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order statistics
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extremal parameter
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regularly varying tail
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rate of convergence
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optimal number of top order statistics
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