A note on the asymptotic normality of the ET method for extreme quantile estimation

Statistics and Probability Letters

Volumn 62, Issue 4, 2003, Pages 397-405

  Diebolt, Jean ^a   Girard, Stéphane ^b  

^a CNRS   (France)

^b UNIV MONTPELLIER   (France)

Author keywords

Asymptotic distribution; Exponential tail; Extreme quantiles; Second order conditions

Indexed keywords

EID: 0037404956     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(03)00045-2     Document Type: Article

References (15)

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