Open AccessOn the extrapolation limits of extreme-value theory for risk management
Author(s) -
Clément Albert,
Anne Dutfoy,
Stéphane Girard
Publication year - 2017
Publication title -
hal (le centre pour la communication scientifique directe)
Language(s) - English
Resource type - Conference proceedings
Subject(s) - quantile , gumbel distribution , extreme value theory , extrapolation , estimator , generalized extreme value distribution , order statistic , context (archaeology) , maxima , econometrics , mathematics , statistics , computer science , geography , art , archaeology , performance art , art history