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Extreme Quantile and Tail Estimation

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Part of the Springer Series in Operations Research and Financial Engineering book series (ORFE)

Abstract

With the sea level case study introduced in Section 1.1.4 and further discussed in Section 3.1, we illustrated the role of extreme value theory in extreme quantile estimation. In the sequel we explore this example a bit further.

Keywords

Maximum Likelihood Estimator Asymptotic Normality Tail Probability Moment Estimator Standard Normal Random Variable 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media, LLC 2006

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