Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels

DOI10.1007/S10687-010-0100-ZzbMath1238.62136OpenAlexW1963938936WikidataQ111094294 ScholiaQ111094294MaRDI QIDQ549644

Laurent Gardes, Stéphane Girard

Publication date: 18 July 2011

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-010-0100-z

zbMATH Keywords

nearest neighbor estimatorconditional extreme quantiles

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Applications of statistics to environmental and related topics (62P12) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)

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