On the estimation of the exceedance probability of a high level

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http://hdl.handle.net/1813/8794
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Author
Dijk, V.; de Haan, L.
Abstract
This paper to appear in "Probability and Mathematical Statistics".
Date Issued
1990-07
Publisher
Cornell University Operations Research and Industrial Engineering
Subject
Operations Research; Industrial Engineering; technical report
Previously Published As
911
Type
technical report

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