Efficiency of maximum likelihood estimators in Nevzorov's record model (Q5487205)
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scientific article; zbMATH DE number 5055006
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| English | Efficiency of maximum likelihood estimators in Nevzorov's record model |
scientific article; zbMATH DE number 5055006 |
Statements
19 September 2006
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catastrophe claim
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Nevzorov record model
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Fréchet distribution
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non-i.i.d. observations
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maximum likelihood estimator
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efficient estimator
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0.901440680027008
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0.7945907115936279
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0.7939168810844421
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