Optimal choice of kn-records in the extreme value index estimation

DOI10.1524/STND.2005.23.2.101MaRDI QIDQ3365773zbMATH OpenOpenAlexFDO

Authors Mohamed El Arrouchi, Abdelouahid Imlahi

Publication date 23 January 2006

Published in Statistics & Decisions (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1524/stnd.2005.23.2.101

zbMATH Keywords

optimalityregular variationsample fraction

Mathematics Subject Classification ID

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

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(1)

• On the maximum likelihood estimation of extreme value index based on \(k\)-record values

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