Improving extreme quantile estimation via a folding procedure
type: Item
instance of: scholarly article
title: Improving extreme quantile estimation via a folding procedure
zbMATH Open document ID: 1184.62075
author: Alexandre You
author: Ulrike Schneider
author: Armelle Guillou
author: Philippe Naveau
published in: Journal of Statistical Planning and Inference
publication date: 2010-04-14T00:00:00Z
Mathematics Subject Classification ID: 62G32
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 65C60
zbMATH DE Number: 5692756
zbMATH Keywords: extreme quantile estimation
zbMATH Keywords: peaks-over-thresholds
zbMATH Keywords: generalized Pareto distribution
zbMATH Keywords: folding
zbMATH Keywords: generalized probability-weighted moments estimators
MaRDI profile type: Publication
full work available at URL: j.jspi.2010.01.007
OpenAlex ID: W2001982143
Wikidata QID: Q116752844
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DOI: 10.1016/J.JSPI.2010.01.007
description: scientific article; zbMATH DE number 5692756