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

DOI10.1524/stnd.2005.23.2.101zbMath1078.62053OpenAlexW2259801356MaRDI QIDQ3365773

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

regular variationoptimalitysample fraction

Mathematics Subject Classification ID

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

Related Items (1)

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

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