On the operating characteristics of some non-parametric methodologies for the classification of distributions by tail behavior
New methods for classifying tails of probability distributions based on data are proposed. Some methods apply the nonparametric theories of Rojo [35] and Schuster [36] and differ from classical extreme value theory and other well established methods. All the methods implement the extreme spacing of...
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| Format: | Others |
| Language: | English |
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2009
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| Online Access: | http://hdl.handle.net/1911/18792 |