Asymptotic distribution of a Pickands-type estimator of the extreme-value index

DOI10.1016/J.CRMA.2005.05.023zbMATH Open1065.62018OpenAlexW1965698488MaRDI QIDQ2484561FDOQ2484561

Authors: Laurent Gardes, Stéphane Girard 

Publication date: 1 August 2005

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2005.05.023

Recommendations

• Convergence of a kind of Pickands-type estimator
• A class of Pickands-type estimators for the extreme value index
• On a generalized Pickands estimator of the extreme value index
• On the estimation of the extreme-value index and large quantile estimation
• Refined Pickands estimators of the extreme value index

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32)

Cites Work

• Statistical inference using extreme order statistics
• Sur la distribution limite du terme maximum d'une série aléatoire
• Title not available (Why is that?)
• Title not available (Why is that?)
• Asymptotic distribution of a Pickands-type estimator of the extreme-value index

Cited In (5)

• Estimators for a large quantile and the upper endpoint
• Generalized Pickands estimators for the extreme value index
• Asymptotically unbiased estimators for the extreme-value index
• Refined Pickands estimators of the extreme value index
• Asymptotic distribution of a Pickands-type estimator of the extreme-value index

This page was built for publication: Asymptotic distribution of a Pickands-type estimator of the extreme-value index

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2484561)