Local Asymptotic Normality in Extreme Value Index Estimation
Year of publication: |
1997
|
---|---|
Authors: | Marohn, Frank |
Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 49.1997, 4, p. 645-666
|
Publisher: |
Springer |
Subject: | Extreme value distribution | extreme value index | domain of attraction | generalized Pareto distribution | Hill estimator | local asymptotic normality | central sequence | asymptotic efficiency |
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