On maximum likelihood estimation of the extreme value index. (Q1879906): Difference between revisions

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+Residual life time at great age
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+A moment estimator for the index of an extreme-value distribution
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+A bootstrap-based method to achieve optimality in estimating the extreme-value index
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+On Smooth Statistical Tail Functionals
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+Sur la distribution limite du terme maximum d'une série aléatoire
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+Computing Maximum Likelihood Estimates for the Generalized Pareto Distribution
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+A simple general approach to inference about the tail of a distribution
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+Statistical inference using extreme order statistics
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+Q3395931
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+Estimating tails of probability distributions
@@ Property / cites work: Estimating tails of probability distributions / rank @@
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+Publication:1879906