On the Relative Approximation Error of the Generalized Pareto Approximation for a High Quantile
Keyword(s):
2020 ◽
Vol 2
(7)
◽
pp. 91-99
2006 ◽
Vol 1
(2)
◽
pp. 51-57
◽
2013 ◽
Vol 13
(04)
◽
pp. 1350017
◽