Estimation of Extreme Conditional Quantiles Through Power Transformation (Q2861818)

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scientific article; zbMATH DE number 6224987
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Estimation of Extreme Conditional Quantiles Through Power Transformation
scientific article; zbMATH DE number 6224987

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    Estimation of Extreme Conditional Quantiles Through Power Transformation (English)
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    11 November 2013
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    Box-Cox power transformation
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    extreme value
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    heavy-tailed distribution
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    high quantile
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    quantile regression
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