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LAN of extreme order statistics - MaRDI portal

LAN of extreme order statistics (Q1915252)

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scientific article; zbMATH DE number 889587
Language Label Description Also known as
English
LAN of extreme order statistics
scientific article; zbMATH DE number 889587

    Statements

    title
    LAN of extreme order statistics (English)
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    author
    Michael Falk
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    publication date
    21 August 1996
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    zbMATH Keywords
    extreme order statistics
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    asymptotic sufficiency
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    local asymptotic normality
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    loglikelihood process
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    order statistics
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    generalized Pareto distributions
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    central sequence
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    LAN
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    asymptotically optimal tests
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    Identifiers

    DOI
    10.1007/BF01856542
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    Mathematics Subject Classification ID
    62E20
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    62G30
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    62F05
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    zbMATH DE Number
    889587
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