Estimation of the tail parameter in the domain of attraction of an extremal distribution
type: Item
instance of: scholarly article
title: Estimation of the tail parameter in the domain of attraction of an extremal distribution
zbMATH Open document ID: 0820.62032
DOI: 10.1016/0378-3758(94)00068-9
published in: Journal of Statistical Planning and Inference
publication date: 1995-07-05T00:00:00Z
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 60G70
Mathematics Subject Classification ID: 26A12
zbMATH DE Number: 758077
zbMATH Keywords: generalized extreme value distribution
zbMATH Keywords: order statistics
zbMATH Keywords: extremal parameter
zbMATH Keywords: regularly varying tail
zbMATH Keywords: rate of convergence
zbMATH Keywords: optimal number of top order statistics
author: M. Isabel Fraga Alves
MaRDI profile type: Publication
full work available at URL: 0378-3758(94)00068-9
OpenAlex ID: W2162064844
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Wikidata QID: Q127230427
description: scientific article; zbMATH DE number 758077