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Return level bounds for discrete and continuous random variables

Author

Listed:
  • A. Guillou
  • P. Naveau
  • J. Diebolt
  • P. Ribereau

Abstract

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Suggested Citation

  • A. Guillou & P. Naveau & J. Diebolt & P. Ribereau, 2009. "Return level bounds for discrete and continuous random variables," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 18(3), pages 584-604, November.
    • Handle: RePEc:spr:testjl:v:18:y:2009:i:3:p:584-604
    DOI: 10.1007/s11749-008-0125-7
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    References listed on IDEAS

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    1. Li, Deli & Bhaskara Rao, M. & Tomkins, R. J., 2001. "The Law of the Iterated Logarithm and Central Limit Theorem for L-Statistics," Journal of Multivariate Analysis, Elsevier, vol. 78(2), pages 191-217, August.
    2. Einmahl, J.H.J. & Mason, D.M., 1988. "Laws of the iterated logarithm in the tails for weighted uniform empirical processes," Other publications TiSEM d5a5a8d5-c060-4344-9675-2, Tilburg University, School of Economics and Management.
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    Cited by:

    1. Marie Kratz & Shubhabrata Das, 2010. "On Devising Various Alarm Systems for Insurance Companies," Post-Print hal-00572546, HAL.

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