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A Note on the Application of the Normal Power Method When Estimating Probable Yearly Aggregate

✍ Scribed by Barry D. Smith


Book ID
123724709
Publisher
John Wiley and Sons
Year
1983
Tongue
English
Weight
350 KB
Volume
50
Category
Article
ISSN
0022-4367

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πŸ“œ SIMILAR VOLUMES


A note on the asymptotic normality of th
✍ Jean Diebolt; StΓ©phane Girard πŸ“‚ Article πŸ“… 2003 πŸ› Elsevier Science 🌐 English βš– 224 KB

In this note, we establish the asymptotic distribution of the exponential tail estimator of extreme quantiles. We give su cient conditions for the asymptotic normality and provide some illustrating examples.