Simulation and Estimation of Extreme Quantiles and Extreme Probabilities

Title
Simulation and Estimation of Extreme Quantiles and Extreme Probabilities
Authors
Keywords
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Journal
APPLIED MATHEMATICS AND OPTIMIZATION
Volume 64, Issue 2, Pages 171-196
Publisher
Springer Nature
Online
2011-04-07
DOI
10.1007/s00245-011-9135-z

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