Asymptotic normality of the extreme quantile estimator based on the POT method

DOI10.1016/j.crma.2005.06.032zbMath1075.62036OpenAlexW2002539072MaRDI QIDQ2565528

Jean Diebolt, Armelle Guillou, Pierre Ribereau

Publication date: 27 September 2005

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2005.06.032

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Statistics of extreme values; tail inference (62G32)

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Cites Work

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• On Smooth Statistical Tail Functionals