A high quantile estimator based on the log-generalized Weibull tail limit

Cees Fouad de Valk and Juan-Juan Cai

No 2018030, LIDAM Reprints ISBA from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)

Date: 2018-01-01
Note: In : Econometrics and Statistics, vol. 6, p. 107-128 (2018)
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Journal Article: A high quantile estimator based on the log-generalized Weibull tail limit (2018)
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