Approximation of the distribution of excesses through a generalized probability-weighted moments method (Q866629)
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scientific article; zbMATH DE number 5126453
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| English | Approximation of the distribution of excesses through a generalized probability-weighted moments method |
scientific article; zbMATH DE number 5126453 |
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Approximation of the distribution of excesses through a generalized probability-weighted moments method (English)
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14 February 2007
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extreme values
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generalized Pareto distribution
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penultimate approximation
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0.9671733379364014
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0.9054461121559144
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0.8572747707366943
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0.8359901905059814
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0.8359901905059814
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