Improved inference on risk measures for univariate extremes (Q2170408)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved inference on risk measures for univariate extremes |
scientific article |
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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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