High quantiles of heavy-tailed distributions: Their estimation

DOI10.1023/A:1019827309501zbMath1094.60501MaRDI QIDQ1778726

Natalia M. Markovich

Publication date: 17 June 2005

Published in: Automation and Remote Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

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