A folding method for extreme quantiles estimation (Q2925443)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A folding method for extreme quantiles estimation |
scientific article; zbMATH DE number 6359830
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A folding method for extreme quantiles estimation |
scientific article; zbMATH DE number 6359830 |
Statements
22 October 2014
0 references
extreme quantile estimation
0 references
peaks-over-thresholds
0 references
generalized Pareto distribution
0 references
folding
0 references
generalized probability-weighted moments estimators
0 references
A folding method for extreme quantiles estimation (English)
0 references
