Scaling of High-Quantile Estimators (Q3108468)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Scaling of High-Quantile Estimators |
scientific article |
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Scaling of High-Quantile Estimators (English)
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4 January 2012
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extreme value theory
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peaks over threshold
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penultimate approximation
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power normalization
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second-order extended regular variation
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