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Article Dans Une Revue Communications in Statistics - Theory and Methods Année : 2007

Asymptotic normality of extreme quantile estimators based on the Peaks-Over-Threshold approach

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hal-00141233 , version 1 (12-04-2007)

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Jean Diebolt, Armelle Guillou, Pierre Ribereau. Asymptotic normality of extreme quantile estimators based on the Peaks-Over-Threshold approach. Communications in Statistics - Theory and Methods, 2007, 36 (5), pp.869-886. ⟨10.1080/03610920601036317⟩. ⟨hal-00141233⟩
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