Approximation pénultième pour la loi des excès

DOI10.1016/S0764-4442(01)01980-2zbMath0995.60014OpenAlexW2070970085MaRDI QIDQ2741011

Rym Worms

Publication date: 9 September 2001

Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0764-4442(01)01980-2

zbMATH Keywords

asymptotic behaviourextreme value theorygeneralized Pareto distributiondistribution function of excessesultimate and penultimate approximations

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Probability distributions: general theory (60E05)

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