Convergence of Pickands-type estimators (Q1206070)
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scientific article; zbMATH DE number 148455
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of Pickands-type estimators |
scientific article; zbMATH DE number 148455 |
Statements
Convergence of Pickands-type estimators (English)
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1 April 1993
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We prove the consistency of Pickands-type estimators [\textit{J. Pickands}, Ann. Stat. 3, 119-131 (1975; Zbl 0312.62038)] and investigate its law of the iterated logarithm under von Mises conditions.
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order statistics
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extreme value distributions
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consistency of Pickands- type estimators
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law of the iterated logarithm
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von Mises conditions
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