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A unified approach to estimating tail behavior /

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Bibliographic Details
Main Author: Grimshaw, Scott D., 1962- (Author)
Corporate Authors: United States. Army Research Office (sponsoring body.), Texas A & M Research Foundation
Format: Book
Language:English
Published: College Station, Texas : Department of Statistics, Texas A & M University, 1989.
Series:Technical report (Texas A & M University. Department of Statistics) ; no. 55.
Subjects:
Extreme value theory.
Estimation theory > Asymptotic theory.
Parameter estimation.
Convergence.
Regression analysis.
Mathematical statistics.
Statistics > Nonparametric inference > Statistics of extreme values; tail inference.
Statistics.
Quantile data analysis
Extreme value distributions
Pareto distributions
Tail estimation
Exceedances over threshold

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