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Return level bounds for discrete and continuous random variables

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  • A. Guillou

    ()

  • P. Naveau
  • J. Diebolt
  • P. Ribereau
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    File URL: http://hdl.handle.net/10.1007/s11749-008-0125-7
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    Bibliographic Info

    Article provided by Springer in its journal TEST.

    Volume (Year): 18 (2009)
    Issue (Month): 3 (November)
    Pages: 584-604

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    Handle: RePEc:spr:testjl:v:18:y:2009:i:3:p:584-604

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    Web page: http://www.springerlink.com/link.asp?id=120411

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    Related research

    Keywords: Discrete extremes; Empirical processes; Generalized Pareto distribution; Return level; 62G05; 62G20; 62G30;

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    1. Li, Deli & Bhaskara Rao, M. & Tomkins, R. J., 2001. "The Law of the Iterated Logarithm and Central Limit Theorem for L-Statistics," Journal of Multivariate Analysis, Elsevier, vol. 78(2), pages 191-217, August.
    2. Einmahl, J.H.J. & Mason, D.M., 1988. "Laws of the iterated logarithm in the tails for weighted uniform empirical processes," Open Access publications from Tilburg University urn:nbn:nl:ui:12-125710, Tilburg University.
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