Bibliography
- Benedict J.P. estrtlprbs, A Subroutine for Nonparametric Tail Probability Estimation 1988 Department of Defense Informal Paper
- Breiman , L. and Stone , C.J. 1985 . Broad Spectrum Estimates and Confidence Intervals for Tail Quantiles , Berkeley, California : University of California . Technical Report No. 46, Department of Statistics
- Breiman , L. , Stone , C.J. and Kooperburg , C. 1988 . Confidence Bounds for Extreme Quantiles , Berkeley, California : University of California . Technical Report No. 167, Department of Statistics
- Davis , C.E. and Harrell , F.E. 1982 . A New Distribution Free Quantile Estimator . Biometrika , 69 : 635 – 640 .
- Doss , H. 1986 . Informal ONR Technical Memo , Stanford, California : Stanford University . Department of Statistics
- Galfond , G.J. 1982 . Robust Estimation of Extreme Quantiles , Stanford, California : Stanford University . Technical Report No. 60, Department of Statistics
- Hall , P. 1982 . On Some Simple Estimates of an Exponent of Regular Variation . .J.Roy. Stat. B , 44 : 37 – 42 .
- Hall , P. and Welsh , A.H. 1985 . Adaptive Estimates of Parameters of Regular Variation . Ann. Stat , 13 ( 1 ) : 331 – 341 .
- Hill , B.M. 1975 . A Simple General Approach to Inference About the Tail of a Distribution . Ann. Stat , 3 ( 5 ) : 1163 – 1174 .
- Hosking , J.R.M. and Wallis , J.R. 1987 . Parameter and Quantile Estimation for the Generalized Pareto Distribution . Technometrics , 29 ( 3 ) : 339 – 349 .
- Joe , H. 1987 . Estimation of Quantiles of the Maximum of N Observations . Biometrika , 74 ( 3 ) : 347 – 354 .
- Kulldorff , G. and Vannman , K. 1973 . Estimation of the Location and Scale Parameters of a Pareto Distribution by Linear Functions of Order Statistics . J. Amer. Stat. Assoc , 68 ( 341 ) : 218 – 227 .
- Mejzler , D.G. 1949 . “ On a Theorem of Gnedenko ” . In Sb. Trudov Inst. Mat. Akad. Nauk. UkrainR.S.R , Vol. 12 , 31 – 35 . R.S.R : Ukraine .
- Pickands , J. 1975 . Statistical Inference Using Extreme Order Statistics . Ann. Stat , 3 ( 1 ) : 119 – 131 .
- Scholtz F.W. Nonparametric Tolerance Bounds Boeing Computer Services 1989 Draft Technical Paper
- Smith , R.L. 1987 . Estimating Tails of Probability Distributions . Ann. Stat , 15 ( 3 ) : 1174 – 1207 .
- Weissman , I. 1978 . Estimation of Parameters and Large Quantiles based on the k Largest Observations . J. Amer. Stal. Assoc , 73 ( 364 ) : 812 – 815 .