Conditional extremes from heavy-tailed distributions: An application to the estimation of extreme rainfall return levels

Extremes

Volumn 13, Issue 2, 2010, Pages 177-204

  Gardes, Laurent ^a   Girard, Stéphane ^a  

^a INRIA RHÔNE ALPES   (France)

Author keywords

Conditional extreme quantiles; Extreme rainfalls; Heavy tailed distribution; Nearest neighbor estimator

Indexed keywords

EID: 77951975843     PISSN: 13861999     EISSN: 1572915X     Source Type: Journal    
DOI: 10.1007/s10687-010-0100-z     Document Type: Article

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