ON THE ESTIMATION OF THE EXTREME-VALUE INDEX AND LARGE QUANTILE ESTIMATION

[1] USING EXTREME VALUE THEORY TO ESTIMATE LARGE PERCENTILES [J]. TECHNOMETRICS, 1984, 26 (01) : 33 - 39

[2] COHEN JP, 1988, SANKHYA SER A, V50, P74

[3] CONVERGENCE-RATES FOR THE ULTIMATE AND PENTULTIMATE APPROXIMATIONS IN EXTREME-VALUE THEORY [J]. ADVANCES IN APPLIED PROBABILITY, 1982, 14 (04) : 833 - 854

[4] De Haan L., 1977, Journal of the Australian Mathematical Society, Series A (Pure Mathematics), V23, P431

[5] de Haan L, 1970, MATH CTR TRACTS, V32

[6] CONJUGATE II-VARIATION AND PROCESS INVERSION [J]. ANNALS OF PROBABILITY, 1979, 7 (06) : 1028 - 1035

[7] DEHAAN L, 1984, STAT EXTREMES APPL, P00031

[8] GELUK JL, 1987, MATH CTR TRACTS, V40

[9] Gnedenko B.V., 1954, LIMIT DISTRIBUTIONS

[10] ON ESTIMATING THE ENDPOINT OF A DISTRIBUTION [J]. ANNALS OF STATISTICS, 1982, 10 (02) : 556 - 568

[1] USING EXTREME VALUE THEORY TO ESTIMATE LARGE PERCENTILES [J]. TECHNOMETRICS, 1984, 26 (01) : 33 - 39

[2] COHEN JP, 1988, SANKHYA SER A, V50, P74

[3] CONVERGENCE-RATES FOR THE ULTIMATE AND PENTULTIMATE APPROXIMATIONS IN EXTREME-VALUE THEORY [J]. ADVANCES IN APPLIED PROBABILITY, 1982, 14 (04) : 833 - 854

[4] De Haan L., 1977, Journal of the Australian Mathematical Society, Series A (Pure Mathematics), V23, P431

[5] de Haan L, 1970, MATH CTR TRACTS, V32

[6] CONJUGATE II-VARIATION AND PROCESS INVERSION [J]. ANNALS OF PROBABILITY, 1979, 7 (06) : 1028 - 1035

[7] DEHAAN L, 1984, STAT EXTREMES APPL, P00031

[8] GELUK JL, 1987, MATH CTR TRACTS, V40

[9] Gnedenko B.V., 1954, LIMIT DISTRIBUTIONS

[10] ON ESTIMATING THE ENDPOINT OF A DISTRIBUTION [J]. ANNALS OF STATISTICS, 1982, 10 (02) : 556 - 568