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Scaling of High-Quantile Estimators - MaRDI portal

Scaling of High-Quantile Estimators (Q3108468)

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Scaling of High-Quantile Estimators
scientific article

    Statements

    title
    Scaling of High-Quantile Estimators (English)
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    author
    Matthias Degen
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    Paul Embrechts
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    publication date
    4 January 2012
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    zbMATH Keywords
    extreme value theory
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    peaks over threshold
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    penultimate approximation
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    power normalization
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    second-order extended regular variation
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    62G32
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    91G70
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    62G20
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    91B30
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    zbMATH DE Number
    5994382
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    OpenAlex ID
    W1992309244
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