A general class of estimators of the extreme value index

DOI10.1016/S0378-3758(97)00076-1zbMath0929.62034MaRDI QIDQ1378783

Holger Drees

Publication date: 30 January 2000

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

extreme value distributionsextreme value indexstatistical tail functionals

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30) Extreme value theory; extremal stochastic processes (60G70) Functional limit theorems; invariance principles (60F17)

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