Estimating extreme-value index from records

zbMATH Open0952.62026MaRDI QIDQ1273111

Yongcheng Qi

Publication date: 6 December 1998

Published in: Chinese Annals of Mathematics. Series B (Search for Journal in Brave)

zbMATH Keywords

record valuesextreme-value distributionsindex parameter

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Central limit and other weak theorems (60F05) Statistics of extreme values; tail inference (62G32)

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