Existence and consistency of the maximum likelihood estimators for the extreme value index within the block maxima framework

DOI10.3150/13-BEJ573zbMath1388.62042arXiv1301.5611MaRDI QIDQ2345127

Clément Dombry

Publication date: 19 May 2015

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1301.5611

zbMATH Keywords

consistency; maximum likelihood estimator; extreme value index; block maxima method

Mathematics Subject Classification ID

62F10: Point estimation

62G30: Order statistics; empirical distribution functions

Uses Software

• AS 215