Mohamed, El Arrouchi; Abdelouahid, Imlahi - In: Statistics & Risk Modeling 23 (2005) 2/2005, pp. 101-115
We propose an estimate for the index of extreme value distribution which based on kn-record values and show its consistency and asymptotic normality. The problem of specifying the optimal value of k = kn involved in our estimator is investigated. Some simulation results are also presented in...