Estimation of a scale second-order parameter related to the PORT methodology (Q2320971)

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Estimation of a scale second-order parameter related to the PORT methodology
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    Estimation of a scale second-order parameter related to the PORT methodology (English)
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    28 August 2019
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    location/scale invariant estimation
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    PORT methodology
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    semiparametric estimation
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    scale second-order parameters
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    statistics of extremes
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    peaks over random thresholds
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