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Cited article:
Rym Worms
ESAIM: PS, 6 (2002) 21-31
Published online: 2002-11-15
This article has been cited by the following article(s):
EVT-based estimation of risk capital and convergence of high quantiles
Matthias Degen and Paul Embrechts
Advances in Applied Probability 40 (03) 696 (2008)
DOI: 10.1017/S0001867800002755
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Approximation of the distribution of excesses using a generalized probability weighted moment method
Jean Diebolt, Armelle Guillou and Imen Rached
Comptes Rendus Mathematique 340 (5) 383 (2005)
DOI: 10.1016/j.crma.2005.01.017
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Approximation of the distribution of excesses through a generalized probability-weighted moments method
Jean Diebolt, Armelle Guillou and Imen Rached
Journal of Statistical Planning and Inference 137 (3) 841 (2007)
DOI: 10.1016/j.jspi.2006.06.012
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Asymptotic behaviour of the probability-weighted moments and penultimate approximation
Jean Diebolt, Armelle Guillou and Rym Worms
ESAIM: Probability and Statistics 7 219 (2003)
DOI: 10.1051/ps:2003010
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EVT-based estimation of risk capital and convergence of high quantiles
Matthias Degen and Paul Embrechts
Advances in Applied Probability 40 (3) 696 (2008)
DOI: 10.1239/aap/1222868182
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Asymptotic behavior of the extrapolation error associated with the estimation of extreme quantiles
Clément Albert, Anne Dutfoy and Stéphane Girard
Extremes 23 (2) 349 (2020)
DOI: 10.1007/s10687-019-00370-2
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