On a generalized Pickands estimator of the extreme value index
type: Item
instance of: scholarly article
title: On a generalized Pickands estimator of the extreme value index
zbMATH Open document ID: 0989.62030
DOI: 10.1016/S0378-3758(01)00100-8
author: Seokhoon Yun
published in: Journal of Statistical Planning and Inference
publication date: 2002-05-28T00:00:00Z
Mathematics Subject Classification ID: 62G32
Mathematics Subject Classification ID: 62G30
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 1746176
zbMATH Keywords: generalized Pickands estimator
zbMATH Keywords: consistency
zbMATH Keywords: asymptotic normality
zbMATH Keywords: adaptive estimator
zbMATH Keywords: order statistics
zbMATH Keywords: extreme value index
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1746176