Estimation of extreme quantiles from heavy and light tailed distributions (Q449352)
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scientific article; zbMATH DE number 6074545
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| English | Estimation of extreme quantiles from heavy and light tailed distributions |
scientific article; zbMATH DE number 6074545 |
Statements
Estimation of extreme quantiles from heavy and light tailed distributions (English)
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30 August 2012
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Weibull tail-distributions
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Pareto-type distributions
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extreme quantile
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maximum domain of attraction
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asymptotic normality
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0.8596276044845581
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0.8356509804725647
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0.8235380053520203
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0.8208438158035278
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