An Estimator of the Exponent of Regular Variation Based on K-Record Values
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Publication:4228051
DOI10.1080/02331889808802656zbMath0924.62026OpenAlexW1983935562MaRDI QIDQ4228051
Publication date: 9 November 1999
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331889808802656
Asymptotic properties of parametric estimators (62F12) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Extreme value theory; extremal stochastic processes (60G70)
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The number of records within a random interval of the current record value ⋮ On the maximum likelihood estimation of extreme value index based on \(k\)-record values ⋮ On the Fisher information in record data
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