Impossibility of consistent estimation of the distribution function of a sample maximum

DOI10.1080/02331880902986497MaRDI QIDQ5400828zbMATH OpenOpenAlexFDO

Authors S. Yu. Novak

Publication date 12 March 2014

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331880902986497

zbMATH Keywords

consistent estimationlower boundssample maximum

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32)

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• Extreme values for stationary and Markov sequences
• Extremes and related properties of random sequences and processes
• On local uniformity for estimators and confidence limits
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• Sur la distribution limite du terme maximum d'une série aléatoire

Cited in

(2)

• On the impossibility of estimating densities in the extreme tail
• Nonexistence of consistent estimates in a density estimation problem

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