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Estimated Quantile's Mean Absolute Error #12

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federeghe opened this issue Jun 6, 2018 · 0 comments
Open

Estimated Quantile's Mean Absolute Error #12

federeghe opened this issue Jun 6, 2018 · 0 comments

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@federeghe
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federeghe commented Jun 6, 2018

Implement the EQMAE method (https://doi.org/10.1145/3185154). This requires a change in the EVT process flow that should be carefully evaluated.

Suggested in #11

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