LAN of extreme order statistics
From MaRDI portal
Publication:1915252
DOI10.1007/BF01856542zbMath0843.62019MaRDI QIDQ1915252
Publication date: 21 August 1996
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
order statisticslocal asymptotic normalityasymptotically optimal testsgeneralized Pareto distributionsLANextreme order statisticscentral sequenceasymptotic sufficiencyloglikelihood process
Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30) Asymptotic properties of parametric tests (62F05)
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Testing the tail index in autoregressive models, Extreme Value Theory and Statistics of Univariate Extremes: A Review, On the loss of information due to nonrandom truncation, Estimating a Stability Parameter: Asymptotics and Simulations, Local asymptotic normality of intermediate and central order statistics, Minimax risk bounds in extreme value theory
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