Penultimate approximation for the distribution of the excesses

ESAIM - Probability and Statistics

Volumn 6, Issue , 2002, Pages 21-31

  Worms, Rym ^a  

^a UFR des Sciences et Technologie   (France)

Author keywords

Excesses; Generalized Pareto Distribution; Penultimate approximation; Rate of convergence

Indexed keywords

EID: 0037000302     PISSN: 12928100     EISSN: None     Source Type: Journal    
DOI: 10.1051/ps:2002002     Document Type: Article

References (11)