Asymptotic distribution of a Pickands-type estimator of the extreme-value index

DOI10.1016/j.crma.2005.05.023zbMath1065.62018OpenAlexW1965698488MaRDI QIDQ2484561

Laurent Gardes, Stéphane Girard

Publication date: 1 August 2005

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2005.05.023

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32)

Related Items (1)

Asymptotic distribution of a Pickands-type estimator of the extreme-value index

Cites Work

• Statistical inference using extreme order statistics
• Asymptotic distribution of a Pickands-type estimator of the extreme-value index
• Sur la distribution limite du terme maximum d'une série aléatoire
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