A class of Pickands-type estimators for the extreme value index (Q1969141)
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scientific article; zbMATH DE number 1415786
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A class of Pickands-type estimators for the extreme value index |
scientific article; zbMATH DE number 1415786 |
Statements
A class of Pickands-type estimators for the extreme value index (English)
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16 March 2000
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delta-neighborhood
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generalized Pareto distribution
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consistency
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asymptotic normality
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extreme value index
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Pickands estimator
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