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zbMath1297.62117MaRDI QIDQ2925443

Alexandre You, Philippe Naveau, Armelle Guillou

Publication date: 22 October 2014

Full work available at URL: http://www.ine.pt/revstat/pdf/rs100102.pdf

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

folding generalized Pareto distribution extreme quantile estimation generalized probability-weighted moments estimators peaks-over-thresholds

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Statistics of extreme values; tail inference (62G32)

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