Approximation of the distribution of excesses through a generalized probability-weighted moments method

Journal of Statistical Planning and Inference

Volumn 137, Issue 3, 2007, Pages 841-857

  Diebolt, Jean ^a   Guillou, Armelle ^b   Rached, Imen ^a  

^a UFR des Sciences et Technologie   (France)

^b SORBONNE UNIVERSITÉ   (France)

Author keywords

Excesses; Extreme values; Generalized Pareto distribution; Generalized probability weighted moments; Penultimate approximation

Indexed keywords

EID: 33751094894     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2006.06.012     Document Type: Article

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