Comparison of estimation methods in extreme value theory (Q4337155)
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scientific article; zbMATH DE number 1010767
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparison of estimation methods in extreme value theory |
scientific article; zbMATH DE number 1010767 |
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Comparison of estimation methods in extreme value theory (English)
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19 May 1997
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extreme value index
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large quantiles
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Monte Carlo simulation
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