Rate of convergence for the generalized Pareto approximation of the excesses (Q4454110): Difference between revisions

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Latest revision as of 15:11, 6 June 2024

scientific article; zbMATH DE number 2052110
Language Label Description Also known as
English
Rate of convergence for the generalized Pareto approximation of the excesses
scientific article; zbMATH DE number 2052110

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    Rate of convergence for the generalized Pareto approximation of the excesses (English)
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    7 March 2004
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    maximum
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    limiting distribution
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    conditioned on exceeding a value
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    uniform rate of convergence
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