Estimation of high conditional quantiles using the Hill estimator of the tail index (Q286478)
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scientific article; zbMATH DE number 6583300
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| English | Estimation of high conditional quantiles using the Hill estimator of the tail index |
scientific article; zbMATH DE number 6583300 |
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Estimation of high conditional quantiles using the Hill estimator of the tail index (English)
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20 May 2016
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extreme value theory
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high conditional quantiles
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Hill estimator
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Pickands estimator
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quantile regression
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tail index
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