Comparing extreme models when the sign of the extreme value index is known

DOI10.1016/j.spl.2010.01.004zbMath1185.62094OpenAlexW2073643173MaRDI QIDQ962036

Deyuan Li, Liang Peng

Publication date: 1 April 2010

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2010.01.004

Mathematics Subject Classification ID

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

Related Items (5)

A general estimator for the right endpoint with an application to supercentenarian women's records ⋮ Bootstrapping endpoint ⋮ On dealing with the unknown population minimum in parametric inference ⋮ Bias reduction for endpoint estimation ⋮ Tail asymptotics under beta random scaling

Uses Software

• QRM

Cites Work

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