Asymptotic behavior of the extrapolation error associated with the estimation of extreme quantiles.
| Autor: | Albert, Clément1 (AUTHOR), Dutfoy, Anne2 (AUTHOR), Girard, Stéphane1 (AUTHOR) Stephane.Girard@inria.fr |
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| Zdroj: | Extremes. Jun2020, Vol. 23 Issue 2, p349-380. 32p. |
| Databáze: | Business Source Ultimate |
| Externí odkaz: |
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