Penultimate approximation for the distribution of the excesses (Q4534858)
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scientific article; zbMATH DE number 1754240
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| English | Penultimate approximation for the distribution of the excesses |
scientific article; zbMATH DE number 1754240 |
Statements
Penultimate approximation for the distribution of the excesses (English)
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11 June 2002
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generalized Pareto distribution
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excesses
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penultimate approximation
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rate of convergence
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0.9531662464141846
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0.860730767250061
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0.860730767250061
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0.8545786738395691
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0.8181709051132202
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