The empirical distribution function as a tail estimator
- 1 June 1990
- journal article
- Published by Wiley in Statistica Neerlandica
- Vol. 44 (2) , 79-82
- https://doi.org/10.1111/j.1467-9574.1990.tb01528.x
Abstract
It is shown that the empirical distribution function performs well in tail estimation. Consistency as well as the relative error are considered. The results hold true without any condition on the theoretical distribution function.Keywords
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This publication has 8 references indexed in Scilit:
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