Improved inference on risk measures for univariate extremes
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Publication:2170408
DOI10.1214/21-AOAS1555zbMath1498.62096arXiv2007.10780OpenAlexW3045337463MaRDI QIDQ2170408
Léo R. Belzile, Anthony C. Davison
Publication date: 5 September 2022
Published in: The Annals of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2007.10780
Poisson processextreme value distributionprofile likelihoodgeneralized Pareto distributiontangent exponential modelhigher-order asymptotic inference
Applications of statistics to environmental and related topics (62P12) Statistics of extreme values; tail inference (62G32)
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