A note on second order conditions in extreme value theory: linking general and heavy tail conditions
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Publication:3540680
zbMATH Open1149.62040MaRDI QIDQ3540680FDOQ3540680
Authors: M. Isabel Fraga Alves, M. Ivette Gomes, Cláudia Neves, Laurens De Haan 
Publication date: 24 November 2008
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- The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements
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- On extreme quantile region estimation under heavy-tailed elliptical distributions
- Kernel estimation of extreme regression risk measures
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