Robust and asymptotically unbiased estimation of extreme quantiles for heavy tailed distributions

Yuri Goegebeur, Armelle Guillou, Andrehette Verster

Research output: Contribution to journal › Journal article › Research › peer-review

Original language	English
Journal	Statistics & Probability Letters
Volume	87
Pages (from-to)	108-114
ISSN	0167-7152
DOIs	https://doi.org/10.1016/j.spl.2014.01.010
Publication status	Published - 2014

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title = "Robust and asymptotically unbiased estimation of extreme quantiles for heavy tailed distributions",

author = "Yuri Goegebeur and Armelle Guillou and Andrehette Verster",

year = "2014",

doi = "10.1016/j.spl.2014.01.010",

language = "English",

volume = "87",

pages = "108--114",

journal = "Statistics & Probability Letters",

issn = "0167-7152",

publisher = "Elsevier",

}

TY - JOUR

T1 - Robust and asymptotically unbiased estimation of extreme quantiles for heavy tailed distributions

AU - Goegebeur, Yuri

AU - Guillou, Armelle

AU - Verster, Andrehette

PY - 2014

Y1 - 2014

U2 - 10.1016/j.spl.2014.01.010

DO - 10.1016/j.spl.2014.01.010

M3 - Journal article

SN - 0167-7152

VL - 87

SP - 108

EP - 114

JO - Statistics & Probability Letters

JF - Statistics & Probability Letters

ER -