Properties of Hill's estimator of extreme value index for impure samples

DOI10.3103/S002713221401001XzbMath1333.62139OpenAlexW2032389507MaRDI QIDQ263308

Igor V. Rodionov

Publication date: 4 April 2016

Published in: Moscow University Mathematics Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s002713221401001x

Mathematics Subject Classification ID

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

Cites Work

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• The Poisson limit theorem for high extrema of a time series with seasonal component and monotone trend
• A simple general approach to inference about the tail of a distribution
• On maxima of partial samples in Gaussian sequences with pseudo-stationary trends

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