Local asymptotic normality in extreme value index estimation (Q1384406)
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scientific article; zbMATH DE number 1140441
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local asymptotic normality in extreme value index estimation |
scientific article; zbMATH DE number 1140441 |
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Local asymptotic normality in extreme value index estimation (English)
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13 April 1998
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The author studied the estimation of an exteme value index. A local asymptotic normality result is established for estimation of the extreme value index in local extreme value models, i.e. in the \(\delta\)-neighborhood of generalized Pareto distributions.
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order statistics
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exteme value
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local asymptotic normality
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