Optimal asymptotic estimation of small exceedance probabilities (Q1600743)
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scientific article; zbMATH DE number 1756408
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal asymptotic estimation of small exceedance probabilities |
scientific article; zbMATH DE number 1756408 |
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Optimal asymptotic estimation of small exceedance probabilities (English)
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16 June 2002
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generalized Pareto
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tail probability estimation
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extreme values
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bootstrap
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