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High quantile estimation and the PORT methodology - MaRDI portal

High quantile estimation and the PORT methodology (Q2925437)

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scientific article; zbMATH DE number 6359796
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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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    High quantile estimation and the PORT methodology (English)
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