An estimator for the extreme-value index

被引：1

作者：

Draisma, G ^{[1
]}

deHaan, L ^{[1
]}

机构：

[1] ERASMUS UNIV ROTTERDAM,TINBERGEN INST,3063 DM ROTTERDAM,NETHERLANDS

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1996年 / 25卷 / 04期

关键词：

tail empirical process; extreme-value index; parameter estimation; simulation;

D O I：

10.1080/03610929608831724

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：

Asymptotic normality is derived for a new estimator of the extreme-value index under certain conditions.

引用

页码：685 / 694

页数：10

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