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P. Embrechts, C. Klüppelberg and T. Mikosch, “Modeling Extremal Events for Insurance and Finance,” Springer, New York, 1997.

has been cited by the following article:

• TITLE: A Note on Generalized Inverses of Distribution Function and Quantile Transformation

  AUTHORS: Changyong Feng, Hongyue Wang, Xin M. Tu, Jeanne Kowalski

  KEYWORDS: Distribution Function; Quantile Function; Right Continuity

  JOURNAL NAME: Applied Mathematics, Vol.3 No.12A, December 31, 2012

  ABSTRACT: In this paper we study the relations of four possible generalized inverses of a general distribution functions and their right-continuity properties. We correct a right-continuity result of the generalized inverse used in statistical literature. We also prove the validity of a new generalized inverse which is always right-continuous.