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.
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© 2006 Springer Science+Business Media, LLC
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(2006). Extreme Quantile and Tail Estimation. In: Extreme Value Theory. Springer Series in Operations Research and Financial Engineering. Springer, New York, NY. https://doi.org/10.1007/0-387-34471-3_4
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DOI: https://doi.org/10.1007/0-387-34471-3_4
Publisher Name: Springer, New York, NY
Print ISBN: 978-0-387-23946-0
Online ISBN: 978-0-387-34471-3
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