A folding method for extreme quantiles estimation

REVSTAT-Statistical Journal

Volumn 8, Issue 1, 2010, Pages 21-35

  Guillou, Armelle ^a   Naveau, Philippe ^b   You, Alexandre ^c  

^a UNIVERSITÉ LOUIS PASTEUR   (France)

^b LABORATOIRE DES SCIENCES DU CLIMAT ET DE L ENVIRONNEMENT   (France)

^c University of Paris VII LPSM partially supported by ERC Starting Grant 680275 MALIG   (France)

Author keywords

Extreme quantile estimation; Folding; Generalized Pareto distribution; Generalized probability weighted moments estimators; Peaks over thresholds

Indexed keywords

EID: 80055061105     PISSN: 16456726     EISSN: 21830371     Source Type: Journal    
DOI: None     Document Type: Article

References (11)

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