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Introduction to extreme value theory: applications to risk analysis and management - MaRDI portal

Introduction to extreme value theory: applications to risk analysis and management (Q2001261)

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scientific article; zbMATH DE number 7075758
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English
Introduction to extreme value theory: applications to risk analysis and management
scientific article; zbMATH DE number 7075758

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    Introduction to extreme value theory: applications to risk analysis and management (English)
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    2 July 2019
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    generalized Pareto distribution
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    peak over threshold
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