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Marta Ferreira1

  • 1Centro de Matemática, Universidade do Minho, Braga, Portugal.

Advances in statistical analysis : AStA : a journal of the German Statistical Society
|June 26, 2023
PubMed
概括

极端价值理论 (EVT) 有助于评估极端事件带来的风险. 这项研究通过比较自动估计方法来完善极端指数,这是极端价值聚类的EVT关键指标.

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