Return level bounds for discrete and continuous random variables

DOI10.1007/s11749-008-0125-7zbMath1203.62213OpenAlexW2057027905WikidataQ116753156 ScholiaQ116753156MaRDI QIDQ619125

Philippe Naveau, Armelle Guillou, Jean Diebolt, Pierre Ribereau

Publication date: 22 January 2011

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-008-0125-7

zbMATH Keywords

empirical processesgeneralized Pareto distributionreturn leveldiscrete extremes

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Applications of statistics to environmental and related topics (62P12) Statistics of extreme values; tail inference (62G32) Geostatistics (86A32)

Related Items (2)

Detecting distributional changes in samples of independent block maxima using probability weighted moments ⋮ Skew generalized extreme value distribution: Probability-weighted moments estimation and application to block maxima procedure

Uses Software

• ismev

Cites Work

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• Limit theorems for the ratio of the empirical distribution function to the true distribution function
• An introduction to statistical modeling of extreme values
• The law of the iterated logarithm and central limit theorem for \(L\)-statistics

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