Pages that link to "Item:Q4534858"
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The following pages link to Penultimate approximation for the distribution of the excesses (Q4534858):
Displaying 10 items.
- Approximation of the distribution of excesses through a generalized probability-weighted moments method (Q866629) (← links)
- Approximation of the distribution of excesses using a generalized probability weighted moment method (Q1771045) (← links)
- On convergence toward an extreme value distribution in \(C[0,1]\) (Q1872195) (← links)
- Approximation by penultimate extreme value distributions (Q1979092) (← links)
- Asymptotic behavior of the extrapolation error associated with the estimation of extreme quantiles (Q2191430) (← links)
- Penultimate approximation for the excesses (Q2741011) (← links)
- Rate of convergence for the generalized Pareto approximation of excess distributions (Q2745758) (← links)
- EVT-based estimation of risk capital and convergence of high quantiles (Q3535649) (← links)
- Asymptotic behaviour of the probability-weighted moments and penultimate approximation (Q4405592) (← links)
- Rate of convergence for the generalized Pareto approximation of the excesses (Q4454110) (← links)