Bias and size corrections in extreme value modeling
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Publication:5160262
DOI10.1080/03610926.2017.1353630OpenAlexW2736352833MaRDI QIDQ5160262
Publication date: 28 October 2021
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2017.1353630
extreme value theorygeneralized extreme value distributiongeneralized Pareto distributionsmall-sample biasCox-Snellgeomagnetic disturbances
Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Geostatistics (86A32) Asymptotic properties of parametric tests (62F05)
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Uses Software
Cites Work
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