Efficiency of maximum likelihood estimators in Nevzorov's record model

zbMATH Open1100.62614MaRDI QIDQ5487205FDOQ5487205

Authors: A. Kukush, Yuri Chernikov 

Publication date: 19 September 2006

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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)

Cited In (3)

• Some remarks on nevzorov's record model
• Maximum likelihood estimators in a statistical model of natural catastrophe claims with trend
• Title not available (Why is that?)

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