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scientific article; zbMATH DE number 1424404
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | No label defined |
scientific article; zbMATH DE number 1424404 |
Statements
23 March 2000
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central limit theorem
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standard extreme value distributions
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quantiles
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mean excess function
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value-at-risk
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shortfall distribution
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peaks over threshold-method
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0.8473009467124939
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0.773604691028595
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0.7645794749259949
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0.7591874599456787
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0.7543381452560425
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