Estimation of Tails and Related Quantities Using the Number of Near-Extremes (Q4678815)

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scientific article; zbMATH DE number 2171264
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Estimation of Tails and Related Quantities Using the Number of Near-Extremes
scientific article; zbMATH DE number 2171264

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    Estimation of Tails and Related Quantities Using the Number of Near-Extremes (English)
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    23 May 2005
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    asymptotic normality
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    estimation of tail index
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    estimation of the upper endpoint
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    generalized Pareto distribution
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