Bias reduction in risk modelling: semi-parametric quantile estimation (Q882935)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bias reduction in risk modelling: semi-parametric quantile estimation |
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Bias reduction in risk modelling: semi-parametric quantile estimation (English)
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25 May 2007
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heavy tails
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high quantiles
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semi-parametric estimation
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bias reduction
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statistics of extremes
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