Penultimate approximation for the distribution of the excesses (Q4534858): Difference between revisions

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scientific article; zbMATH DE number 1754240
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English
Penultimate approximation for the distribution of the excesses
scientific article; zbMATH DE number 1754240

    Statements

    Penultimate approximation for the distribution of the excesses (English)
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    11 June 2002
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    generalized Pareto distribution
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    excesses
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    penultimate approximation
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    rate of convergence
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