Please use this identifier to cite or link to this item: http://hdl.handle.net/10773/6619
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dc.contributor.authorFraga Alves, Isabelpt
dc.contributor.authorNeves, Cláudiapt
dc.contributor.authorCorman, Ulfpt
dc.date.accessioned2012-02-17T16:22:21Z-
dc.date.available2018-07-20T14:00:34Z-
dc.date.issued2010-
dc.identifier.isbn978-3-0348-0008-2pt
dc.identifier.urihttp://hdl.handle.net/10773/6619-
dc.description.abstractIn this chapter we summarize results in extreme value theory, which are primarily based on the condition that the upper tail of the underlying df is in the δ-neighborhood of a generalized Pareto distribution (GPD). This condition, which looks a bit restrictive at first sight (see Section 2.2), is however essentially equivalent to the condition that rates of convergence in extreme value theory are at least of algebraic order (see Theorem 2.2.5). The δ-neighborhood is therefore a natural candidate to be considered, if one is interested in reasonable rates of convergence of the functional laws of small numbers in extreme value theory (Theorem 2.3.2) as well as of parameter estimators (Theorems 2.4.4, 2.4.5 and 2.5.4).pt
dc.language.isoengpt
dc.publisherSpringerpt
dc.rightsopenAccesspor
dc.titleHeavy and super-heavy tail analysispt
dc.typebookPartpt
degois.publication.firstPage75pt
degois.publication.lastPage101pt
degois.publication.titleLaws of Small Numbers: extremes and rare eventspt
dc.date.embargo2014-02-10T16:22:21Z-
Appears in Collections:DMat - Capítulo de livro

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