Modeling extreme values by the residual coefficient of variation (Q3179379)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling extreme values by the residual coefficient of variation |
scientific article |
Statements
21 December 2016
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statistics of extremes
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heavy tails
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high quantile estimation
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value at risk
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residual coefficient of variation
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Pareto distribution
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euro/dollar
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math.ST
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stat.TH
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