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

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+On the estimation of high quantiles
@@ Property / cites work: On the estimation of high quantiles / rank @@
+Normal rank
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+Q4342744
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+Asymptotic Normality of Extreme Quantile Estimators Based on the Peaks-Over-Threshold Approach
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+On Smooth Statistical Tail Functionals
@@ Property / cites work: On Smooth Statistical Tail Functionals / rank @@
+Normal rank
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+On maximum likelihood estimation of the extreme value index.
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+Sur la distribution limite du terme maximum d'une série aléatoire
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+Statistical inference using extreme order statistics
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