On the Maximum Likelihood Estimation of Extreme Value Index Based on k-Record Values

被引：1

作者：

Louzaoui, Abderrahim ^{[1
]}

El Arrouchi, Mohamed ^{[1
]}

机构：

[1] Ibn Tofail Univ, Fac Sci, Dept Math, Kenitra, Morocco

来源：

JOURNAL OF PROBABILITY AND STATISTICS | 2020年 / 2020卷

关键词：

PARTIAL SUMS; APPROXIMATION; INFERENCE; TAIL;

D O I：

10.1155/2020/5497413

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, we study the existence and consistency of the maximum likelihood estimator of the extreme value index based onk-record values. Following the method used by Drees et al. (2004) and Zhou (2009), we prove that the likelihood equations, in terms ofk-record values, eventually admit a strongly consistent solution without any restriction on the extreme value index, which is not the case in the aforementioned studies.

引用

页数：9

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