Vitesse de convergence de l'approximation de Pareto généralisée de la loi des excès

Comptes Rendus de l'Academie des Sciences - Series I: Mathematics

Volumn 333, Issue 1, 2001, Pages 65-70

  Worms, Rym ^a  

^a UNIVERSITÉ GUSTAVE EIFFEL   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0037570079     PISSN: 07644442     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0764-4442(01)01979-6     Document Type: Article

References (5)

1. Balkema A., de Haan L. Residual life time at great age. Ann. Probab. 2:1974;792-801.
2. Bingham N.H., Goldie C.M., Teugels J.L. Regular Variation. 1987;Cambridge University Press.
3. Galambos J. The Asymptotic Theory of Extreme Order Statistics. 1987;R.E. Krieger Publishing Company.
4. de Haan L., Resnick S.I. Second-order regular variation and rates of convergence in extreme-value theory. Ann. Probab. 24:1996;97-124.
5. Pickands J. III, Statistical inference using extreme order statistics. Ann. Statist. 3:1975;119-131.