Optimal asymptotic estimation of small exceedance probabilities
type: Item
instance of: scholarly article
title: Optimal asymptotic estimation of small exceedance probabilities
zbMATH Open document ID: 0988.62029
DOI: 10.1016/S0378-3758(01)00240-3
author: R. Smith
published in: Journal of Statistical Planning and Inference
publication date: 2002-06-16T00:00:00Z
Mathematics Subject Classification ID: 62G32
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62G09
zbMATH DE Number: 1756408
zbMATH Keywords: generalized Pareto
zbMATH Keywords: tail probability estimation
zbMATH Keywords: extreme values
zbMATH Keywords: bootstrap
MaRDI profile type: Publication
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full work available at URL: s0378-3758(01)00240-3
OpenAlex ID: W2071327256
description: scientific article; zbMATH DE number 1756408