On the estimation of the extreme-value index and large quantile estimation
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Publication:913399
DOI10.1214/aos/1176347396zbMath0699.62028OpenAlexW2164931226MaRDI QIDQ913399
Arnold L. M. Dekkers, Laurens De Haan
Publication date: 1989
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176347396
order statisticsweak consistencyconfidence intervalsimulation experimentshigh quantilestrongly consistentasymptotically normalextreme-value distributionasymptotic properties of Pickands' estimatorhigh tide water levels
Asymptotic properties of parametric estimators (62F12) Order statistics; empirical distribution functions (62G30)
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