Improved inference on risk measures for univariate extremes (Q2170408)
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scientific article
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Improved inference on risk measures for univariate extremes |
scientific article |
Statements
Improved inference on risk measures for univariate extremes (English)
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5 September 2022
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extreme value distribution
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generalized Pareto distribution
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higher-order asymptotic inference
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Poisson process
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profile likelihood
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tangent exponential model
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0.89053214
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0.8891883
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0.8849868
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0.88245463
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0.8811286
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0.8792957
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0.87817746
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