A matching prior for extreme quantile estimation of the generalized Pareto distribution (Q2270277)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A matching prior for extreme quantile estimation of the generalized Pareto distribution |
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A matching prior for extreme quantile estimation of the generalized Pareto distribution (English)
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18 March 2010
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quantile estimation
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generalized Pareto distribution
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peaks-over-threshold model
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risk management
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probability matching prior
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