Comparison between two indicators for the variation regularity of tails of distributions
type: Item
instance of: scholarly article
title: Comparison between two indicators for the variation regularity of tails of distributions
zbMATH Open document ID: 1001.60017
DOI: 10.1016/S1631-073X(02)02324-5
author: Rym Worms
published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris
publication date: 2002-12-15T00:00:00Z
Mathematics Subject Classification ID: 60E05
Mathematics Subject Classification ID: 60G70
zbMATH DE Number: 1754845
zbMATH Keywords: rate of convergence
zbMATH Keywords: extreme value distribution
zbMATH Keywords: generalized Pareto distribution
MaRDI profile type: Publication
cites work: Residual life time at great age
cites work: Second-order regular variation and rates of convergence in extreme-value theory
cites work: Statistical inference using extreme order statistics
cites work: Rate of convergence for the generalized Pareto approximation of excess distributions
Wikidata QID: Q126323721
full work available at URL: s1631-073x(02)02324-5
OpenAlex ID: W2017653201
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description: scientific article; zbMATH DE number 1754845