Existence and consistency of the maximum likelihood estimators for the extreme value index within the block maxima framework

DOI10.3150/13-BEJ573zbMath1388.62042arXiv1301.5611MaRDI QIDQ2345127

Clément Dombry

Publication date: 19 May 2015

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1301.5611

zbMATH Keywords

consistencymaximum likelihood estimatorextreme value indexblock maxima method

Mathematics Subject Classification ID

Point estimation (62F10) Order statistics; empirical distribution functions (62G30)

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Uses Software

• AS 215

Cites Work

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