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

DOI10.1016/0167-7152(90)90083-JMaRDI QIDQ916262zbMATHOpenAlexFDO

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

zbMATH Keywords

maximum likelihood estimationextreme value theoryempirical distributionGumbel extreme domain of attraction

Mathematics Subject Classification ID

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

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• Convergence rates for the ultimate and pentultimate approximations in extreme-value theory
• Estimation of Parameters and Larger Quantiles Based on the k Largest Observations

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(4)

• Estimation of quantiles of the maximum of N observations
• On estimation in fre'chet distribution of m-th maxima
• Kernel density estimations for maximum of two independent random variables
• scientific article; zbMATH DE number 4088723 (Why is no real title available?)

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