On the Relative Approximation Error of the Generalized Pareto Approximation for a High Quantile

Author： Beirlant J.   Raoult J.-P.   Worms R.  

Publisher： Springer Publishing Company

ISSN： 1386-1999

Source： Extremes, Vol.6, Iss.4, 2003-12, pp. : 335-360

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