A comparison of estimators of functionals of the distribution of a maximum

DOI10.1016/0167-7152(90)90083-JzbMATH Open0703.62048OpenAlexW2072524876MaRDI QIDQ916262FDOQ916262

Authors: Jonathan Cohen 

Publication date: 1990

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(90)90083-j

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zbMATH Keywords

maximum likelihood estimationextreme value theoryempirical distributionGumbel extreme domain of attraction

Mathematics Subject Classification ID

Point estimation (62F10) Nonparametric estimation (62G05)

Cites Work

• Title not available (Why is that?)
• Estimation of Parameters and Larger Quantiles Based on the k Largest Observations
• Title not available (Why is that?)
• Convergence rates for the ultimate and pentultimate approximations in extreme-value theory
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (4)

• Kernel density estimations for maximum of two independent random variables
• Title not available (Why is that?)
• On estimation in fre'chet distribution of m-th maxima
• Estimation of quantiles of the maximum of N observations

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