Pages that link to "Item:Q2712614"
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The following pages link to Generalized Pareto approximation for a distribution in the Fréchet or Gumbel domain of attraction: Relative approximation error of a high quantile (Q2712614):
Displaying 3 items.
- A note on the asymptotic normality of the ET method for extreme quantile estimation. (Q1423230) (← links)
- Asymptotic behavior of the extrapolation error associated with the estimation of extreme quantiles (Q2191430) (← links)
- On the relative approximation error of the generalized Pareto approximation for a high quantile (Q2488436) (← links)