ON THE ESTIMATION OF THE EXTREME-VALUE INDEX AND LARGE QUANTILE ESTIMATION

被引：341
|
作者：
DEKKERS, ALM [1 ]
DEHAAN, L [1 ]
机构：
[1] ERASMUS UNIV, 3000 DR ROTTERDAM, NETHERLANDS
来源：
ANNALS OF STATISTICS | 1989年 / 17卷 / 04期
关键词：
D O I：
10.1214/aos/1176347396
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：
引用
收藏
页码：1795 / 1832
页数：38
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