Free Access
Volume 7, March 2003
Page(s) 219 - 238
Published online 15 May 2003
  1. A. Balkema and L. de Haan, Residual life time at a great age. Ann. Probab. 2 (1974) 792-801. [CrossRef]
  2. J. Beirlant, G. Dierckx, Y. Goegebeur and G. Matthys, Tail index estimation and an exponential regression model. Extremes 2 (1999) 177-200. [CrossRef] [MathSciNet]
  3. J.P. Cohen, Convergence rates for the ultimate and penultimate approximations in extreme-value theory. Adv. Appl. Prob. 14 (1982) 833-854. [CrossRef]
  4. A.L.M. Dekkers and L. de Haan, On the estimation of the extreme-value index and large quantile estimation. Ann. Statist. 17 (1989) 1795-1832. [CrossRef] [MathSciNet]
  5. J. Diebolt, V. Durbec, M.A. El Aroui and B. Villain, Estimation of extreme quantiles: Empirical tools for methods assessment and comparison. Int. J. Reliability Quality Safety Engrg. 7 (2000) 75-94. [CrossRef]
  6. J. Diebolt and M.A. El Aroui, On the use of Peaks over Threshold methods for estimating out-of-sample quantiles. Comput. Statist. Data Anal. (to appear).
  7. H. Drees, A general class of estimators of the extreme value index. J. Statist. Plann. Inf. 66 (1998) 95-112. [CrossRef]
  8. U. Einmahl and D.M. Mason, Approximation to permutation and exchangeable processes. J. Theor. Probab. 5 (1992) 101-126. [CrossRef]
  9. A. Feuerverger and P. Hall, Estimating a tail exponent by modelling departure from a Pareto distribution. Ann. Statist. 27 (1999) 760-781. [CrossRef] [MathSciNet]
  10. J. Galambos, Asymptotic theory of extreme order statistics. Krieger, Malabar, Florida (1978).
  11. B.V. Gnedenko, Sur la distribution limite du terme maximum d'une série aléatoire. Ann. Math. 44 (1943) 423-453. [CrossRef]
  12. M.I. Gomes, Penultimate limiting forms in extreme value theory. Ann. Inst. Stat. Math. 36 (1984) 71-85. [CrossRef]
  13. I. Gomes and L. de Haan, Approximation by penultimate extreme value distributions. Extremes 2 (2000) 71-85. [CrossRef]
  14. M.I. Gomes and D.D. Pestana, Non standard domains of attraction and rates of convergence. John Wiley & Sons (1987) 467-477.
  15. L. de Haan and H. Rootzén, On the estimation of high quantiles. J. Statist. Plann. Infer. 35 (1993) 1-13. [CrossRef]
  16. J. Hosking and J. Wallis, Parameter and quantile estimation for the Generalized Pareto Distribution. Technometrics 29 (1987) 339-349. [CrossRef] [MathSciNet]
  17. J. Pickands III, Statistical inference using extreme order statistics. Ann. Statist. 3 (1975) 119-131. [CrossRef] [MathSciNet]
  18. G.R. Shorack and J.A. Wellner, Empirical Processes with Applications to Statistics. Wiley, New York (1986).
  19. R.L. Smith, Estimating tails of probability distributions. Ann. Statist. 15 (1987) 1174-1207. [CrossRef] [MathSciNet]
  20. R. Worms, Vitesses de convergence pour l'approximation des queues de distributions. Thèse de doctorat de l'Université de Marne-la-Vallée (2000).
  21. R. Worms, Penultimate approximation for the distribution of the excesses. ESAIM: P&S 6 (2002) 21-31. [CrossRef] [EDP Sciences]

Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.

Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.

Initial download of the metrics may take a while.