Simulation and estimation of extreme quantiles and extreme probabilities (Q649122)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulation and estimation of extreme quantiles and extreme probabilities |
scientific article |
Statements
Simulation and estimation of extreme quantiles and extreme probabilities (English)
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30 November 2011
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Monte Carlo simulation
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rare event
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Metropolis-Hastings
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watermarking
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