Publication | Closed Access
On the use of the peaks over thresholds method for estimating out-of-sample quantiles
15
Citations
30
References
2002
Year
EngineeringThresholds MethodEstimation StatisticSampling TheoryOut-of-sample QuantilesSampling (Statistics)BiostatisticsStatistical InferenceMathematical StatisticEstimation TheoryStatistics
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