A method is presented for making statistical inferences about the upper tail of a distribution function. It is useful for estimating the probabilities of future extremely large observations. The method is applicable if the underlying distribution function satisfies a condition which holds for all common continuous distribution functions.
Publié le : 1975-01-14
Classification:
Extreme values,
extreme order statistics,
upper tail,
generalized Pareto function
@article{1176343003,
author = {III, James Pickands},
title = {Statistical Inference Using Extreme Order Statistics},
journal = {Ann. Statist.},
volume = {3},
number = {1},
year = {1975},
pages = { 119-131},
language = {en},
url = {http://dml.mathdoc.fr/item/1176343003}
}
III, James Pickands. Statistical Inference Using Extreme Order Statistics. Ann. Statist., Tome 3 (1975) no. 1, pp. 119-131. http://gdmltest.u-ga.fr/item/1176343003/