Tail approximations to the density function in EVT

DOI10.1007/s10687-006-0013-zzbMath1164.62353MaRDI QIDQ2463694

Deyuan Li, Juerg Hüsler

Publication date: 16 December 2007

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://boris.unibe.ch/19441/1/10687_2006_Article_13.pdf

zbMATH Keywords

extreme value distribution; differentiable domain of max-attraction; distributions of maxima

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

62G32: Statistics of extreme values; tail inference

Related Items

Some notes on extremal discriminant analysis, On the strong Kotz approximation of Dirichlet random vectors

Cites Work

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