Publication:3433270
From MaRDI portal
zbMath1135.62330MaRDI QIDQ3433270
Publication date: 27 April 2007
extreme values; domain of attraction; maximum likelihood estimators; excesses; generalized Pareto distribtuion
62F12: Asymptotic properties of parametric estimators
62G20: Asymptotic properties of nonparametric inference
62G32: Statistics of extreme values; tail inference
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