Cordeiro, Gauss M.; Ramos, Edson Marcos Leal Soares Some second-order asymptotics for extreme value linear regression models. (English) Zbl 1084.62057 Commun. Stat., Theory Methods 35, No. 1-3, 197-207 (2006). MSC: 62J05 62G32 62E20 PDFBibTeX XMLCite \textit{G. M. Cordeiro} and \textit{E. M. L. S. Ramos}, Commun. Stat., Theory Methods 35, No. 1--3, 197--207 (2006; Zbl 1084.62057) Full Text: DOI
Davison, A. C.; Smith, R. L. Models for exceedances over high thresholds. (English) Zbl 0706.62039 J. R. Stat. Soc., Ser. B 52, No. 3, 393-442 (1990). MSC: 62F99 62M10 PDFBibTeX XMLCite \textit{A. C. Davison} and \textit{R. L. Smith}, J. R. Stat. Soc., Ser. B 52, No. 3, 393--442 (1990; Zbl 0706.62039)