Title of article :
A note on the asymptotic normality of the ET method for extreme quantile estimation
Author/Authors :
Jean Diebolt، نويسنده , , Stéphane Girard، نويسنده ,
Issue Information :
فصلنامه با شماره پیاپی سال 2003
Keywords :
Extreme quantiles , Second-order conditions , asymptotic distribution , Exponential tail
Journal title :
Statistics and Probability Letters
Journal title :
Statistics and Probability Letters
