Penultimate approximation for the distribution of the excesses (Q4534858)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 1754240
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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)
0 references
11 June 2002
0 references
generalized Pareto distribution
0 references
excesses
0 references
penultimate approximation
0 references
rate of convergence
0 references
0 references
0.9531662464141846
0 references
0.860730767250061
0 references
0.860730767250061
0 references
0.8545786738395691
0 references
0.8181709051132202
0 references
