Estimation of the extreme value and the extreme points

zbMath0621.62050MaRDI QIDQ1090027

Chang Chung Yu Dorea

Publication date: 1987

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

continuous functionuniform distributionconfidence intervalextreme value distributionabsolutely continuous distributionextreme value estimationmultidimensional caseexistence of limiting distributionminimum points

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Nonparametric tolerance and confidence regions (62G15) Order statistics; empirical distribution functions (62G30)

Related Items

Semiparametric statistical inference in global random search ⋮ Asymptotic test for independence of extreme values

Cites Work

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• Estimation of the Minimum of a Function Using Order Statistics
• Confidence intervals for the threshold parameter
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• Estimation of Parameters and Larger Quantiles Based on the k Largest Observations