On maximum likelihood estimation of the extreme value index.

DOI10.1214/105051604000000279zbMath1102.62051arXivmath/0407062OpenAlexW3098643404MaRDI QIDQ1879906

Yanyan Li

Publication date: 15 September 2004

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0407062

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Statistics of extreme values; tail inference (62G32)

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