Rate of convergence for the generalized Pareto approximation of the excesses (Q4454110)
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scientific article; zbMATH DE number 2052110
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| English | Rate of convergence for the generalized Pareto approximation of the excesses |
scientific article; zbMATH DE number 2052110 |
Statements
Rate of convergence for the generalized Pareto approximation of the excesses (English)
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7 March 2004
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maximum
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limiting distribution
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conditioned on exceeding a value
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uniform rate of convergence
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0.8885810375213623
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0.8545786738395691
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0.8530333638191223
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0.8443935513496399
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