High quantile estimation and the PORT methodology (Q2925437)
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scientific article; zbMATH DE number 6359796
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High quantile estimation and the PORT methodology |
scientific article; zbMATH DE number 6359796 |
Statements
22 October 2014
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statistics of extremes
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heavy tails
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high quantiles
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semiparametric estimation
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PORT methodology
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asymptotic behaviour
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0.85096455
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0.8503283
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0.84264135
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0.8357354
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0.8338321
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High quantile estimation and the PORT methodology (English)
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