Estimation of the second order parameter characterizing the tail behavior of probability distributions: asymptotic normality (Q2372597)
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scientific article; zbMATH DE number 5175981
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| English | Estimation of the second order parameter characterizing the tail behavior of probability distributions: asymptotic normality |
scientific article; zbMATH DE number 5175981 |
Statements
Estimation of the second order parameter characterizing the tail behavior of probability distributions: asymptotic normality (English)
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31 July 2007
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second order parameter
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extreme value distribution
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extreme value index
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asymptotic normality
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0.8295912146568298
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0.8188785314559937
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0.8032083511352539
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