Local asymptotic normality in extreme value index estimation

DOI10.1023/A:1003210125157zbMath0941.62025MaRDI QIDQ1384406

Frank Marohn

Publication date: 13 April 1998

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

zbMATH Keywords

order statisticslocal asymptotic normalityexteme value

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Order statistics; empirical distribution functions (62G30)

Related Items (3)

Minimax risk bounds in extreme value theory ⋮ Estimating the index of a stable law via the pot-method ⋮ Semiparametric lower bounds for tail index estimation

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