Rate of convergence for the generalized Pareto approximation of the excesses (Q4454110)
From MaRDI portal
scientific article; zbMATH DE number 2052110
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rate of convergence for the generalized Pareto approximation of the excesses |
scientific article; zbMATH DE number 2052110 |
Statements
Rate of convergence for the generalized Pareto approximation of the excesses (English)
0 references
7 March 2004
0 references
maximum
0 references
limiting distribution
0 references
conditioned on exceeding a value
0 references
uniform rate of convergence
0 references
0 references
