Estimating high quantiles based on dependent circular data (Q2314466)
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English | Estimating high quantiles based on dependent circular data |
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Estimating high quantiles based on dependent circular data (English)
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23 July 2019
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Using the simulation method, the author studies the problem of estimation of high quantiles in the dependent, circular setup.
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high quantiles estimation
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POT model
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weak dependence
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smoothing
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bootstrap
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