On maximum likelihood estimation of the extreme value index

Link:
Autor/in:
Erscheinungsjahr:
2004
Medientyp:
Text
Schlagworte:
  • asymptotic normality
  • exceedances
  • extreme value index
  • maximum likelihood
  • order statistics
  • second-order condition
Beschreibung:
  • We prove asymptotic normality of the so-called maximum likelihood estimator of the extreme value index. © Institute of Mathematical Statistics, 2004.
Lizenz:
  • info:eu-repo/semantics/openAccess
Quellsystem:
Forschungsinformationssystem der UHH
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Quelldatensatz
oai:www.edit.fis.uni-hamburg.de:publications/bb4bec51-26fc-4152-b69a-3e09849c9f02