JOURNAL ARTICLE

Estimation of extreme quantiles from heavy and light tailed distributions

Jonathan El MethniLaurent GardèsStéphane GirardArmelle Guillou

Year: 2012 Journal:   Journal of Statistical Planning and Inference Vol: 142 (10)Pages: 2735-2747   Publisher: Elsevier BV
Keywords:
Quantile Weibull distribution Estimator Mathematics Extreme value theory Generalized Pareto distribution Pareto principle Pareto distribution Heavy-tailed distribution Statistics Applied mathematics Probability distribution

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28
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0.92
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Citation History

Topics

Financial Risk and Volatility Modeling
Social Sciences →  Economics, Econometrics and Finance →  Finance
Statistical Distribution Estimation and Applications
Physical Sciences →  Mathematics →  Statistics and Probability
Hydrology and Drought Analysis
Physical Sciences →  Environmental Science →  Global and Planetary Change

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