On optimizing the estimation of extreme value quantiles of probability distributions
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Publication:5320118
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- Optimal asymptotic estimation of small exceedance probabilities
- On quantile estimation by bootstrap
- A Modified Quantile Estimator Using Extreme-Value Theory with Applications
- scientific article; zbMATH DE number 5526079 (Why is no real title available?)
- Estimation and uncertainty quantification for extreme quantile regions
- A note on estimation of percentiles and reliability in the extreme-value distribution
- On the estimation of extreme directional multivariate quantiles
- Extreme value estimation for a function of a random sample using binomial moments scheme and Boolean functions of events
- A bootstrap-based method to achieve optimality in estimating the extreme-value index
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- Extreme quantiles estimation for actuarial applications
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