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Asymptotic behaviour of the probability-weighted moments and penultimate approximation - MaRDI portal

Asymptotic behaviour of the probability-weighted moments and penultimate approximation (Q4405592)

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scientific article; zbMATH DE number 1932969
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Asymptotic behaviour of the probability-weighted moments and penultimate approximation
scientific article; zbMATH DE number 1932969

    Statements

    title
    Asymptotic behaviour of the probability-weighted moments and penultimate approximation (English)
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    DOI
    10.1051/ps:2003010
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    author
    Rym Worms
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    Jean Diebolt
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    Armelle Guillou
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    publication date
    23 June 2003
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    zbMATH DE Number
    1932969
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    zbMATH Keywords
    extreme values
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    domain of attraction
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    excesses
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    generalized Pareto distribution
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    probability-weighted moments
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    penultimate approximation
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    OpenAlex ID
    W2168233059
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