Asymptotic normality of the extreme quantile estimator...

Asymptotic normality of the extreme quantile estimator based on the POT method

Jean Diebolt, Armelle Guillou, Pierre Ribereau
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Volume:
341
Year:
2005
Pages:
6
DOI:
10.1016/j.crma.2005.06.032
File:
PDF, 101 KB
2005
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