Nonparametric estimation of extreme conditional quantiles

Nonparametric estimation of extreme conditional quantiles

Beirlant, Jan, Wet, Tertius De, Goegebeur, Yuri
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Volume:
74
Language:
english
Journal:
Journal of Statistical Computation and Simulation
DOI:
10.1080/00949650310001623407
Date:
August, 2004
File:
PDF, 234 KB
english, 2004
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