Estimation of Extreme Conditional Quantiles Through Power Transformation (Q2861818)

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scientific article; zbMATH DE number 6224987
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    Estimation of Extreme Conditional Quantiles Through Power Transformation
    scientific article; zbMATH DE number 6224987

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      Estimation of Extreme Conditional Quantiles Through Power Transformation (English)
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      11 November 2013
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      Box-Cox power transformation
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      extreme value
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      heavy-tailed distribution
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      high quantile
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      quantile regression
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