On a basis for ''peaks over threshold'' modeling (Q1181131)
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scientific article; zbMATH DE number 27792
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a basis for ''peaks over threshold'' modeling |
scientific article; zbMATH DE number 27792 |
Statements
On a basis for ''peaks over threshold'' modeling (English)
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27 June 1992
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peaks over thresholds
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Pareto-type approximations
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compound Poisson process
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multiplicity
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