Estimating tails of probability distributions
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Publication:1101159
DOI10.1214/aos/1176350499zbMath0642.62022OpenAlexW2009169570MaRDI QIDQ1101159
Publication date: 1987
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176350499
exponential distributionrates of convergencelarge deviationsdomain of attractionmaximum likelihoodextreme value theorygeneralized Pareto distributionextreme order statisticsexcesses over a thresholdindex of regular variationlarge random sampletail estimator
Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Point estimation (62F10) Order statistics; empirical distribution functions (62G30)
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