Generalized Pareto approximation for a distribution in the Fréchet or Gumbel domain of attraction: Relative approximation error of a high quantile (Q2712614)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized Pareto approximation for a distribution in the Fréchet or Gumbel domain of attraction: Relative approximation error of a high quantile |
scientific article |
Statements
31 July 2001
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domain of attraction
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extreme value distribution
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quantile
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0.9354491
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0.86400515
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0.8614232
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0.85939354
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0.85793674
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0.85766757
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0.8561607
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0.85604113
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Generalized Pareto approximation for a distribution in the Fréchet or Gumbel domain of attraction: Relative approximation error of a high quantile (English)
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