Adaptive confidence intervals for extreme quantiles from heavy-tailed distributions

Statistics and Computing 2026 Open access

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Authors: Antoine Franchini, Stéphane Girard, Anne Dutfoy

DOI: 10.1007/s11222-026-10930-9

Cited by: 0

Fields of Study & Subjects

Financial Risk and Volatility Modeling Statistical Distribution Estimation and Applications Hydrology and Drought Analysis