A new extreme quantile estimator for heavy-tailed distributions
type: Item
instance of: scholarly article
title: A new extreme quantile estimator for heavy-tailed distributions
zbMATH Open document ID: 1117.62050
author: Amélie Fils
author: Armelle Guillou
published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris
publication date: 2004-06-15T00:00:00Z
Mathematics Subject Classification ID: 62G32
Mathematics Subject Classification ID: 60G70
zbMATH DE Number: 2075672
MaRDI profile type: Publication
full work available at URL: j.crma.2004.01.019
OpenAlex ID: W2018414260
cites work: Q4246939
cites work: On the estimation of the extreme-value index and large quantile estimation
cites work: On the estimation of high quantiles
cites work: A simple general approach to inference about the tail of a distribution
cites work: The qq-estimator and heavy tails
cites work: Q4356403
cites work: Estimation of Parameters and Larger Quantiles Based on the k Largest Observations
DOI: 10.1016/J.CRMA.2004.01.019
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description: scientific article; zbMATH DE number 2075672