Modified maximum spacings method for generalized extreme value distribution and applications in real data analysis (Q479487)

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Modified maximum spacings method for generalized extreme value distribution and applications in real data analysis
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    Modified maximum spacings method for generalized extreme value distribution and applications in real data analysis (English)
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    5 December 2014
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    Box-Cox transformation
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    generalized extreme value distribution
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    maximum spacings estimate
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    interior penalty function algorithm
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    bootstrap method
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    value at risk
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