Asymptotic expansion for distribution function of moment estimator for the extreme-value index.
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Publication:1609556
DOI10.1007/BF02872191zbMath1054.62514OpenAlexW2268861151MaRDI QIDQ1609556
Publication date: 15 August 2002
Published in: Science in China. Series A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02872191
Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Statistics of extreme values; tail inference (62G32)
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Cites Work
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- Asymptotic Expansions of Estimators for the Tail Index with Applications