Parameter Estimation for the Tail Distribution of a Random Sequence (Q4921613)

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scientific article; zbMATH DE number 6162294
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    Parameter Estimation for the Tail Distribution of a Random Sequence
    scientific article; zbMATH DE number 6162294

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      Parameter Estimation for the Tail Distribution of a Random Sequence (English)
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      13 May 2013
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      declustering
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      extreme value
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      generalized Pareto distribution
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      jackknife
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      peak over threshold
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      random sequence
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      tail
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