Local Asymptotic Normality in Extreme Value Index Estimation
| Year of publication: |
1997
|
|---|---|
| Authors: | Marohn, Frank |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 49.1997, 4, p. 645-666
|
| Publisher: |
Springer |
| Subject: | Extreme value distribution | extreme value index | domain of attraction | generalized Pareto distribution | Hill estimator | local asymptotic normality | central sequence | asymptotic efficiency |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005616231