scientific article; zbMATH DE number 1979769

MaRDI QIDQ4428152zbMATH OpenFDO

Authors Zuoxiang Peng, Saralees Nadarajah

Publication date 14 September 2003

zbMATH Keywords

consistencyextreme-value index

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Statistics of extreme values; tail inference (62G32)

Cited in

(3)

• Refined Pickands estimators of the extreme value index
• Asymptotic expansions for the location invariant moment-type estimator
• Location invariant Weiss-Hill estimator

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