Asymptotic normality of the extreme quantile estimator based on the POT method (Q2565528): Difference between revisions

@@ Property / author @@
-Pierre Ribereau
@@ Property / author: Pierre Ribereau / rank @@
-Normal rank
@@ Property / author @@
+Pierre Ribereau
@@ Property / author: Pierre Ribereau / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.crma.2005.06.032
+Normal rank
@@ Property / OpenAlex ID @@
+W2002539072
@@ Property / OpenAlex ID: W2002539072 / rank @@
+Normal rank
@@ Property / cites work @@
+On the estimation of high quantiles
@@ Property / cites work: On the estimation of high quantiles / rank @@
+Normal rank
@@ Property / cites work @@
+Q4342744
@@ Property / cites work: Q4342744 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic Normality of Extreme Quantile Estimators Based on the Peaks-Over-Threshold Approach
+Normal rank
@@ Property / cites work @@
+On Smooth Statistical Tail Functionals
@@ Property / cites work: On Smooth Statistical Tail Functionals / rank @@
+Normal rank
@@ Property / cites work @@
+On maximum likelihood estimation of the extreme value index.
+Normal rank
@@ Property / cites work @@
+Sur la distribution limite du terme maximum d'une série aléatoire
+Normal rank
@@ Property / cites work @@
+Statistical inference using extreme order statistics
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2565528