Penultimate approximations in extreme value theory
From MaRDI portal
Publication:5936309
DOI10.1023/A:1009971120468zbMath0973.60054MaRDI QIDQ5936309
Publication date: 11 July 2001
Published in: Extremes (Search for Journal in Brave)
60E07: Infinitely divisible distributions; stable distributions
62E20: Asymptotic distribution theory in statistics
60G70: Extreme value theory; extremal stochastic processes
Related Items
Convergence Rate of Extremes for the General Error Distribution, Unnamed Item, Extreme Value Theory and Statistics of Univariate Extremes: A Review, Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions, Penultimate approximations in statistics of extremes and reliability of large coherent systems