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Nonparametric asymptotic confidence intervals for extreme quantiles - MaRDI portal

Nonparametric asymptotic confidence intervals for extreme quantiles (Q6073426)

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scientific article; zbMATH DE number 7748363
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Nonparametric asymptotic confidence intervals for extreme quantiles
scientific article; zbMATH DE number 7748363

    Statements

    title
    Nonparametric asymptotic confidence intervals for extreme quantiles (English)
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    author
    Laurent Gardes
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    Samuel Maistre
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    publication date
    11 October 2023
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    zbMATH Keywords
    confidence interval
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    extreme quantiles
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    heavy-tailed distribution
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    Identifiers

    zbMATH DE Number
    7748363
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    OpenAlex ID
    W4286726674
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    DOI
    10.1111/SJOS.12610
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