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

DOI10.1007/s00477-002-0121-5zbMath1020.62018OpenAlexW2010192273MaRDI QIDQ1402994

G. Salvadori

Publication date: 31 August 2003

Published in: Stochastic Environmental Research and Risk Assessment (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00477-002-0121-5

zbMATH Keywords

order statisticsquantilesgeneralized Pareto distributionextreme eventsgeneralized extreme values distribution

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Point estimation (62F10) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)

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