Asymptotic normality of the extreme quantile estimator based on the POT method

Jean Diebolt; Armelle Guillou; Pierre Ribereau

Comptes Rendus. Mathématique, Volume 341 (2005) p. 307-312

Approximation of the distribution of excesses using a generalized probability weighted moment method

Jean Diebolt; Armelle Guillou; Imen Rached

Comptes Rendus. Mathématique, Volume 340 (2005) p. 383-388