In extreme-value analysis, a central topic is the adaptive estimation of the extreme-value index γ. Hitherto, most of the attention in this area has been devoted to the case γ > 0, that is, when F̄ is ...

This article derives simultaneous 100(1 - α)% confidence intervals for the quantiles of a normal distribution using a method first proposed by Cheng and Iles and independently rediscovered by Satten.