An extreme quantile estimator for the log-generalized Weibull-tail model
Autor: | Albert, Clément, Dutfoy, Anne, Gardes, Laurent, Girard, Stéphane |
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Zdroj: | In Econometrics and Statistics January 2020 13:137-174 |
Databáze: | ScienceDirect |
Externí odkaz: |