Estimation of upper quantiles under model and parameter uncertainty. (Q1603681)

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scientific article; zbMATH DE number 1767884
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Estimation of upper quantiles under model and parameter uncertainty.
scientific article; zbMATH DE number 1767884

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    Estimation of upper quantiles under model and parameter uncertainty. (English)
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    15 July 2002
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    Quantile estimation
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    Model uncertainty
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    Parameter uncertainty
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    Model selection
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    Likelihood
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    Tail-exponential
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    Log-symmetric
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    Monte Carlo simulation
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