Asymptotic expansions for the distribution functions of Pickands-type estimators

DOI10.1007/BF02871662zbMath0908.62013OpenAlexW2034260220MaRDI QIDQ1267311

Jiazhu Pan, Shi Hong Cheng

Publication date: 15 March 1999

Published in: Science in China. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02871662

zbMATH Keywords

order statisticsparameter estimationasymptotic expansionsextreme value theoryPickands-type estimators

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30) Extreme value theory; extremal stochastic processes (60G70)

Related Items (1)

Asymptotic expansion for distribution function of moment estimator for the extreme-value index.

Cites Work

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• On the estimation of the extreme-value index and large quantile estimation
• A moment estimator for the index of an extreme-value distribution
• Approximate distributions of order statistics. With applications to nonparametric statistics
• Statistical inference using extreme order statistics
• A simple general approach to inference about the tail of a distribution
• Parameter and Quantile Estimation for the Generalized Pareto Distribution

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