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Extreme Value Analysis |
1 | Extreme Value Models |
2 | Generalized Pareto Distributions |
3 | Mean Excess Functions |
4 | Estimation in EV Models |
4.1 | Linear Combination of Ratios of Spacings (LRS) |
4.2 | ML Estimator in the EV Model |
4.3 | ML Estimator in the Gumbel Model |
5 | Fitting GP Distributions to the Upper Tail |
6 | Parametric Estimators for GP Models |
7 | Graphical User Interface |
8 | Example |
Bibliography |
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TUTORIALS |