Scaling of high-quantile estimators (Q3108468)
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scientific article; zbMATH DE number 5994382
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Scaling of high-quantile estimators |
scientific article; zbMATH DE number 5994382 |
Statements
Scaling of High-Quantile Estimators (English)
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4 January 2012
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extreme value theory
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peaks over threshold
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penultimate approximation
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power normalization
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second-order extended regular variation
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0.8039966821670532
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0.776629626750946
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0.7602417469024658
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0.7548929452896118
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0.7547746896743774
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