Smoothing the moment estimator of the extreme value parameter
DOI10.1023/A:1009925716617zbMATH Open0921.62028OpenAlexW2158695583MaRDI QIDQ1294786FDOQ1294786
Authors: Cătălin Stărică, Sidney I. Resnick 
Publication date: 12 August 1999
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1009925716617
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domain of attractionmoment estimatorsextreme value distributionsextreme value parameterssmoothed estimationtail of empirical processes
Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Extreme value theory; extremal stochastic processes (60G70) Order statistics; empirical distribution functions (62G30)
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