Comparison between two indicators for the variation regularity of tails of distributions

DOI10.1016/S1631-073X(02)02324-5zbMath1001.60017OpenAlexW2017653201WikidataQ126323721 ScholiaQ126323721MaRDI QIDQ1600222

Rym Worms

Publication date: 15 December 2002

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s1631-073x(02)02324-5

zbMATH Keywords

rate of convergenceextreme value distributiongeneralized Pareto distribution

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Probability distributions: general theory (60E05)

Related Items (1)

Rate of convergence for the generalized Pareto approximation of the excesses

Cites Work

• Residual life time at great age
• Statistical inference using extreme order statistics
• Second-order regular variation and rates of convergence in extreme-value theory
• Vitesse de convergence de l'approximation de Pareto généralisée de la loi des excès

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