Impossibility of consistent estimation of the distribution function of a sample maximum

DOI10.1080/02331880902986497zbMath1282.62133OpenAlexW2025745676MaRDI QIDQ5400828

Serguei Novak

Publication date: 12 March 2014

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880902986497

zbMATH Keywords

lower boundsconsistent estimationsample maximum

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32)

Cites Work

• Extremes and related properties of random sequences and processes
• Extreme values for stationary and Markov sequences
• On the impossibility of estimating densities in the extreme tail
• On local uniformity for estimators and confidence limits
• Sur la distribution limite du terme maximum d'une série aléatoire
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