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Asymptotic behavior of the extrapolation error associated with the estimation of extreme quantiles

Published Online: 2020-01-14

Published Print: 2020-06

Authors

Albert, Clément

Dutfoy, Anne

Girard, Stéphane
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Text and Data Mining valid from 2020-01-14

Version of Record valid from 2020-01-14
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Article History

Received: 25 January 2018

Revised: 10 September 2019

Accepted: 10 December 2019

First Online: 14 January 2020

Document is current