Asymptotic Normality of Extreme Quantile Estimators Based...

Communication in Statistics- Theory and Methods 2007 / 04 Vol. 36; Iss. 5

Asymptotic Normality of Extreme Quantile Estimators Based on the Peaks-Over-Threshold Approach

Diebolt, Jean, Guillou, Armelle, Ribereau, Pierre
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Volume:
36
Language:
english
Journal:
Communications in Statistics - Theory and Methods
DOI:
10.1080/03610920601036317
Date:
April, 2007
File:
PDF, 441 KB
english, 2007
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