Convergence of Pickands-type estimators

DOI10.1007/BF03187019MaRDI QIDQ1206070zbMATH OpenOpenAlexFDO

Authors Yongcheng Qi, Shihong Cheng

Publication date 1 April 1993

Published in Chinese Science Bulletin (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf03187019

zbMATH Keywords

consistency of Pickands- type estimatorsextreme value distributionslaw of the iterated logarithmorder statisticsvon Mises conditions

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05)

Review text

We prove the consistency of Pickands-type estimators [\textit{J. Pickands}, Ann. Stat. 3, 119-131 (1975; Zbl 0312.62038)] and investigate its law of the iterated logarithm under von Mises conditions.

Cited in

(1)

• Moment convergence of Z-estimators

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