Estimation of quantiles of the maximum of <i>N</i> observations (Q3766647)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of quantiles of the maximum of <i>N</i> observations |
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Estimation of quantiles of the maximum of <i>N</i> observations (English)
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1987
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estimation of quantiles
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parametric approximations
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limiting distribution of the maximum order statistics
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approximate maximum likelihood estimates
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generalized extreme-value distribution
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generalized Pareto distribution
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sufficient conditions
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consistency
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asymptotic normality
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simulation study
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