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Transformed-linear prediction for extremes
Jeongjin Lee
, Daniel Cooley
Research output
:
Working paper
›
Preprint
13
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Dive into the research topics of 'Transformed-linear prediction for extremes'. Together they form a unique fingerprint.
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Mathematics
Linear Unbiased Predictor
25%
Observed Value
25%
Linear Predictor
25%
Prediction Interval
25%
Regular Variation
25%
Economics, Econometrics and Finance
Loss
100%