مرکز منطقه ای اطلاع رساني علوم و فناوري - Optimal asymptotic estimation of small exceedance probabilities

Title of article :

Optimal asymptotic estimation of small exceedance probabilities

Author/Authors :

Ana Ferreira Pinto، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2002

Pages :

From page :

To page :

102

Keywords :

Tail probability estimation , Extreme values , Bootstrap , Generalized Pareto

Journal title :

Journal of Statistical Planning and Inference

Serial Year :

2002

Journal title :

Journal of Statistical Planning and Inference

Record number :

219386

Link To Document :