Existence and consistency of the maximum likelihood estimator for the extreme value index
type: Item
instance of: scholarly article
title: Existence and consistency of the maximum likelihood estimator for the extreme value index
zbMATH Open document ID: 1169.62038
author: Chen Zhou
published in: Journal of Multivariate Analysis
publication date: 2009-02-25T00:00:00Z
Mathematics Subject Classification ID: 62G32
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62G05
zbMATH DE Number: 5518847
zbMATH Keywords: consistency
zbMATH Keywords: extreme value condition
zbMATH Keywords: extreme value index
zbMATH Keywords: maximum likelihood estimator
MaRDI profile type: Publication
full work available at URL: j.jmva.2008.08.009
OpenAlex ID: W1979784219
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DOI: 10.1016/J.JMVA.2008.08.009
description: scientific article; zbMATH DE number 5518847