Simulation and estimation of extreme quantiles and extreme probabilities (Q649122)

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scientific article; zbMATH DE number 5982667
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English
Simulation and estimation of extreme quantiles and extreme probabilities
scientific article; zbMATH DE number 5982667

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    Simulation and estimation of extreme quantiles and extreme probabilities (English)
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    30 November 2011
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    Monte Carlo simulation
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    rare event
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    Metropolis-Hastings
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    watermarking
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