Asymptotic Normality of Extreme Quantile Estimators Based on the Peaks-Over-Threshold Approach (Q3593510)
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scientific article; zbMATH DE number 5173483
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| English | Asymptotic Normality of Extreme Quantile Estimators Based on the Peaks-Over-Threshold Approach |
scientific article; zbMATH DE number 5173483 |
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Asymptotic Normality of Extreme Quantile Estimators Based on the Peaks-Over-Threshold Approach (English)
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23 July 2007
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extreme quantile
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generalized Pareto distribution
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generalized probability-weighted moments estimators
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maximum likelihood estimators
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peaks-over-threshold approach
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0.9714665412902832
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0.8574456572532654
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0.8402270078659058
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0.8263542056083679
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0.8233488202095032
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