Vitesse de convergence de l'approximation de Pareto généralisée de la loi des excès
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Publication:2745758
DOI10.1016/S0764-4442(01)01979-6zbMath1013.62014MaRDI QIDQ2745758
Publication date: 26 June 2003
Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)
convergence rategeneralized Pareto distributiondistribution approximationextreme value distribution of excessesoptimal normalizing functions
Asymptotic distribution theory in statistics (62E20) Inequalities; stochastic orderings (60E15) Approximations to statistical distributions (nonasymptotic) (62E17)
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