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Distributed inference for the extreme value index

Chen, LJ; Li, DY; Zhou, C

Chen, LJ (通讯作者),Fudan Univ, Dept Stat, 220 Handan Rd, Shanghai 200433, Peoples R China.

BIOMETRIKA, 2022; 109 (1): 257

Abstract

In this paper we investigate a divide-and-conquer algorithm for estimating the extreme value index when data are stored in multiple machines. The orac......

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