Penultimate versus ultimate in statistical theory of extremes. A simulation study

DOI10.1016/0167-9473(86)90006-XzbMath0596.62029MaRDI QIDQ1078945

M. Ivette Gomes

Publication date: 1986

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

distributiondomain of attractionmaximum likelihoodsimulation studyminimumWeibull distributionmethod of momentshigh quantilesFrechetGumbel line methodGumbel's extreme value distributionpenultimate type III extreme value distributionstatistical extremesunlikelihood method

Mathematics Subject Classification ID

Point estimation (62F10) Reliability and life testing (62N05)

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Cites Work

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• Penultimate limiting forms in extreme value theory
• Estimation by the minimum distance method
• Sur la distribution limite du terme maximum d'une série aléatoire
• The penultimate form of approximation to normal extremes
• Uniform rates of convergence in extreme-value theory
• Convergence rates for the ultimate and pentultimate approximations in extreme-value theory
• On the rate of convergence of normal extremes