scientific article; zbMATH DE number 488428

zbMATH Open0787.62026MaRDI QIDQ4277809FDOQ4277809

Authors: Holger Drees 

Publication date: 9 January 1994

Title of this publication is not available (Why is that?)

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zbMATH Keywords

asymptotic normalityMonte Carloasymptotic efficiencyPoisson processesorder statisticsinvariance principlePickands estimatortwo-sided testsextreme value distributionsPoisson approximationspoint processes of exceedancesPickands processindex estimationlarge quantile estimationone- sided testsvon Mises parametrization

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Extreme value theory; extremal stochastic processes (60G70) Asymptotic properties of parametric tests (62F05)

Cited In (8)

• A class of Pickands-type estimators for the extreme value index
• Title not available (Why is that?)
• An estimator for the extreme-value index
• Refined Pickands estimators of the extreme value index
• Title not available (Why is that?)
• Iterative estimation of the extreme value index
• Improved interexceedance-times-based estimator of the extremal index using truncated distribution
• Excess functions and estimation of the extreme-value index

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