Penultimate approximations in extreme value theory
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Publication:5936309
DOI10.1023/A:1009971120468zbMath0973.60054MaRDI QIDQ5936309
Publication date: 11 July 2001
Published in: Extremes (Search for Journal in Brave)
Infinitely divisible distributions; stable distributions (60E07) Asymptotic distribution theory in statistics (62E20) Extreme value theory; extremal stochastic processes (60G70)
Related Items (5)
Unnamed Item ⋮ Extreme Value Theory and Statistics of Univariate Extremes: A Review ⋮ Convergence Rate of Extremes for the General Error Distribution ⋮ 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
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