Estimation of the second order parameter characterizing the tail behavior of probability distributions: asymptotic normality

zbMath1115.62328MaRDI QIDQ2372597

Seokhoon Yun

Publication date: 31 July 2007

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

zbMATH Keywords

asymptotic normalityextreme value distributionextreme value indexsecond order parameter

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Statistics of extreme values; tail inference (62G32)

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