Von Mises Conditions Revisited
Work
Year: 1993
Type: article
Abstract: It is shown that the rate of convergence in the von Mises conditions of extreme value theory determines the distance of the underlying distribution function $F$ from a generalized Pareto distribution.... more
Source: The Annals of Probability
Authors Michael Falk, Frank Marohn
Cites: 15
Cited by: 41
Related to: 10
FWCI: 3.372
Citation percentile (by year/subfield): 90.97
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze