Reduced-Bias Location-Invariant Extreme Value Index Estimation: A Simulation Study (Q3015856)

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Reduced-Bias Location-Invariant Extreme Value Index Estimation: A Simulation Study
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    Reduced-Bias Location-Invariant Extreme Value Index Estimation: A Simulation Study (English)
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    13 July 2011
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    adaptive choice
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    bias reduction
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    heuristics
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    semi-parametric location/scale invariant estimation
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    statistics of extremes
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    tables
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