Efficiency of maximum likelihood estimators in Nevzorov's record model

MaRDI QIDQ5487205zbMATH OpenFDO

Authors A. Kukush, Yuri Chernikov

Publication date 19 September 2006

zbMATH Keywords

maximum likelihood estimatorefficient estimatornon-i.i.d. observationsNevzorov record modelFréchet distributioncatastrophe claim

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Statistics of extreme values; tail inference (62G32) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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