Improving extreme quantile estimation via a folding procedure (Q963870)
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scientific article; zbMATH DE number 5692756
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improving extreme quantile estimation via a folding procedure |
scientific article; zbMATH DE number 5692756 |
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Improving extreme quantile estimation via a folding procedure (English)
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14 April 2010
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extreme quantile estimation
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peaks-over-thresholds
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generalized Pareto distribution
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folding
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generalized probability-weighted moments estimators
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