Linear combinations of order statistics to estimate the quantiles of generalized Pareto and extreme values distributions (Q1402994)

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scientific article; zbMATH DE number 1972565
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Linear combinations of order statistics to estimate the quantiles of generalized Pareto and extreme values distributions
scientific article; zbMATH DE number 1972565

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    Linear combinations of order statistics to estimate the quantiles of generalized Pareto and extreme values distributions (English)
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    31 August 2003
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    extreme events
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    generalized extreme values distribution
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    generalized Pareto distribution
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    order statistics
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    quantiles
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