Capturing information in extreme events (Q6047402)
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scientific article; zbMATH DE number 7736588
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Capturing information in extreme events |
scientific article; zbMATH DE number 7736588 |
Statements
Capturing information in extreme events (English)
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12 September 2023
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entropy
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generalized extreme value distribution
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generalized Pareto
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Kullback-Leibler divergence
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tail risk
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