Semi-parametric approach to the Hasofer-Wang and Greenwood statistics in extremes (Q2384670)
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English | Semi-parametric approach to the Hasofer-Wang and Greenwood statistics in extremes |
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Semi-parametric approach to the Hasofer-Wang and Greenwood statistics in extremes (English)
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10 October 2007
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max-domain of attraction
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heavy-tailed distribution
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regular variation theory
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