Asymptotic behaviour of the probability-weighted moments and penultimate approximation

ESAIM - Probability and Statistics

Volumn 7, Issue , 2003, Pages 217-236

  Diebolt, Jean ^a   Guillou, Armelle ^b   Worms, Rym ^c  

^a UFR des Sciences et Technologie   (France)

^b SORBONNE UNIVERSITÉ   (France)

^c UNIVERSITÉ DE ROUEN   (France)

Author keywords

Domain of attraction; Excesses; Extreme values; Generalized Pareto distribution; Penultimate approximation; Probability weighted moments

Indexed keywords

EID: 0346328617     PISSN: 12928100     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (21)