On large deviation for extremes
Authors:
- Holger DreesHDHolger Drees
- Laurens de HaanLHLaurens de Haan
- Deyuan LiDLDeyuan Li
- 1 August 2003
- journal article
- research article
- Published by Elsevier in Statistics & Probability Letters
- Vol. 64 (1) , 51-62
Abstract
No abstract availableThis publication has 3 references indexed in Scilit:
- The Edgeworth expansion for distributions of extreme valuesScience China Mathematics, 2001
- On Smooth Statistical Tail FunctionalsScandinavian Journal of Statistics, 1998
- Second-order regular variation and rates of convergence in extreme-value theoryThe Annals of Probability, 1996