On simple block estimators for the parameters of the extreme-value distribution

DOI10.1080/03610918608812492zbMATH Open0601.62055OpenAlexW2003676979MaRDI QIDQ3736719FDOQ3736719

Authors Michel Schüpbach, J. Hüsler 

Publication date 1986

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918608812492

zbMATH Keywords

Weibull distributionorder statisticsasymptotic relative efficiencylinear combinationsextreme-value distributionAREblock estimatorscensored and non-censored samplespartial means

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30)

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Cited In (7)

• Efficient estimation of parameters of the extreme value distribution
• On the risk of estimates for block decreasing densities
• A stochastic normal model with solving distributions for block-type extremal problems
• Statistics of extremes in climatology
• Minimum distance estimators in extreme value distributions
• Existence and consistency of the maximum likelihood estimators for the extreme value index within the block maxima framework
• Inference of high quantiles of a heavy-tailed distribution from block data

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