Asymptotic behaviour of the probability-weighted moments and penultimate approximation

Diebolt, Jean; Guillou, Armelle; Worms, Rym

ESAIM: Probability and Statistics, Volume 7 (2003) p. 219-238

Penultimate approximation for the distribution of the excesses

Worms, Rym

ESAIM: Probability and Statistics, Volume 6 (2002) p. 21-31