On the block maxima method in extreme value theory: PWM estimators (Q2338927)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the block maxima method in extreme value theory: PWM estimators |
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On the block maxima method in extreme value theory: PWM estimators (English)
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27 March 2015
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block maxima
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peaks-over-threshold
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probability weighted moment estimators
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extreme value index
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asymptotic normality
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extreme quantile estimation
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