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Asymptotic analysis of estimators for C Np ( u , v ) based on quantile estimators

✍ Scribed by Chen, Sy-Mien; Hsu, Yu-Sheng


Book ID
126931912
Publisher
Taylor and Francis Group
Year
2003
Tongue
English
Weight
152 KB
Volume
15
Category
Article
ISSN
1048-5252

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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.