Approximation of high quantiles from intermediate quantiles

DOI10.1007/s10687-016-0255-3zbMath1349.60085arXiv1307.6501WikidataQ59461570 ScholiaQ59461570MaRDI QIDQ347150

Cees de Valk

Publication date: 30 November 2016

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1307.6501

zbMATH Keywords

extended regular variation; extreme value theory; quantile estimation; high quantile; generalised Weibull tail limit; log-GW tail limit; Weibull tail limit

Mathematics Subject Classification ID

60G70: Extreme value theory; extremal stochastic processes

62G32: Statistics of extreme values; tail inference

26A48: Monotonic functions, generalizations

26A12: Rate of growth of functions, orders of infinity, slowly varying functions