On large deviation for extremes.
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Publication:1423151
DOI10.1016/S0167-7152(03)00130-5zbMath1113.62329MaRDI QIDQ1423151
Holger Drees, Deyuan Li, Laurens De Haan
Publication date: 14 February 2004
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Maxima; Large deviations; Extremes; condition; Weighted approximation; Second order; Extreme value distribution; Tail empirical distribution function
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Tail approximations to the density function in EVT, Approximations to the tail empirical distribution function with application to testing extreme value conditions
Cites Work