The stochastic approximation method for recursive kernel estimation of the conditional extreme value index (Q2136049)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The stochastic approximation method for recursive kernel estimation of the conditional extreme value index |
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The stochastic approximation method for recursive kernel estimation of the conditional extreme value index (English)
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10 May 2022
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stochastic approximation algorithm
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tail index
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extreme value
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Pareto distribution
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