Consistance de la méthode ET et variations régulières

DOI10.1016/S0764-4442(99)90015-0zbMath0934.62048MaRDI QIDQ4719500

Stéphane Girard, Jean Diebolt

Publication date: 27 April 2000

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

zbMATH Keywords

consistencyexponential tailextreme quantilek-th order approximation

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20)

Related Items (5)

A note on the asymptotic normality of the ET method for extreme quantile estimation. ⋮ Asymptotic normality of the ET method -- application to the ET test ⋮ On the relative approximation error of the generalized Pareto approximation for a high quantile ⋮ Estimating Extreme Quantiles of Weibull Tail Distributions ⋮ On the use of the peaks over thresholds method for estimating out-of-sample quantiles.

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