Propriété asymptotique des excès additifs et valeurs extrêmes: le cas de la loi de Gumbel

DOI10.1016/S0764-4442(99)80031-7zbMath0916.60054MaRDI QIDQ4219608

Rym Worms

Publication date: 19 July 1999

Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

zbMATH Keywords

distributionadditive excesses propertyGumbel extremal

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70)

Related Items (2)

On sums of independent random variables whose distributions belong to the max domain of attraction of max stable laws ⋮ A note on the asymptotic normality of the ET method for extreme quantile estimation.

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