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Accurately approximating extreme value statistics - MaRDI portal

Accurately approximating extreme value statistics (Q5877265)

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scientific article; zbMATH DE number 7652974
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Accurately approximating extreme value statistics
scientific article; zbMATH DE number 7652974

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    Accurately approximating extreme value statistics (English)
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    10 February 2023
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    extreme value theory
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    large deviations theory
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    limiting distribution
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    slow convergence
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    Lambert scaling
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