The contribution of the maximum to the sum of excesses for testing max-domains of attraction (Q2491855)
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English | The contribution of the maximum to the sum of excesses for testing max-domains of attraction |
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The contribution of the maximum to the sum of excesses for testing max-domains of attraction (English)
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29 May 2006
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generalized extreme value and generalized Pareto distributions
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consistency of tests
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semi-parametric approach
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regular variation
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simulation
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