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 exceedances 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 hdl:20.500.11880/26278 http://dx.doi.org/10.22028/D291-26222 |
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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File | Description | Size | Format | |
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preprint_72_02.pdf | 293,75 kB | Adobe PDF | View/Open |
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