Rate of convergence for the generalized Pareto approximation of the excesses
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Publication:4454110
DOI10.1239/aap/1067436332zbMath1044.60041OpenAlexW1978818775MaRDI QIDQ4454110
Publication date: 7 March 2004
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/aap/1067436332
Asymptotic properties of nonparametric inference (62G20) Extreme value theory; extremal stochastic processes (60G70)
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