Please use this identifier to cite or link to this item: doi:10.22028/D291-26222
Title: On maximum likelihood estimation of the extreme value index
Author(s): Drees, Holger
Ferreira, Ana
de Haan, Laurens
Language: English
Year of Publication: 2002
Free key words: asymptotic normality
order statistics
DDC notations: 510 Mathematics
Publikation type: Other
Abstract: We prove asymptotic normality of the so-called maximum likelihood estimator of the extreme value index.
Link to this record: urn:nbn:de:bsz:291-scidok-43987
Series name: Preprint / Fachrichtung Mathematik, Universität des Saarlandes
Series volume: 72
Date of registration: 2-Dec-2011
Faculty: MI - Fakultät für Mathematik und Informatik
Department: MI - Mathematik
Collections:SciDok - Der Wissenschaftsserver der Universität des Saarlandes

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