On maximum likelihood estimation of the extreme value index
- Drees, H.
- Ferreira, A.
- Haan, de, L.
DOIAbstract
We prove asymptotic normality of the so-called maximum likelihood estimator of the extreme value index
We prove asymptotic normality of the so-called maximum likelihood estimator of the extreme value index
We prove that when the distribution of a stochastic process in C[0, 1] is in the domain of attractio...
Extreme-value theory and corresponding analysis is an issue extensively applied in many different fi...
The vanilla method in univariate extreme-value theory consists of fitting the three-parameter Genera...
We prove asymptotic normality of the so-called maximum likelihood estimator of the extreme value ind...
AbstractThe paper is about the asymptotic properties of the maximum likelihood estimator for the ext...
We prove asymptotic normality of the so-called maximum likelihood estimator of the extreme value ind...
AbstractIn extreme value analysis, staring from Smith (1987) [1], the maximum likelihood procedure i...
This paper constructs from the record values an estimator of the extreme-value index. It is proved t...
The extremal index (?) is the key parameter for extending extreme value theory results from i.i.d. t...
© 2019 Elsevier B.V. We revisit the estimation of the extreme value index for randomly censored data...
Extreme-value theory and corresponding analysis is an issue extensively applied in many different fi...
We consider extreme value analysis for independent but nonidentically distributed observations. In p...
International audienceWe revisit the estimation of the extreme value index for randomly censored dat...
The vanilla method in univariate extreme-value theory consists of fitting the three-parameter Gener...
The article develops the approach of Ferro and Segers (J.R. Stat. Soc., Ser. B 65:545, 2003) to the ...
We prove that when the distribution of a stochastic process in C[0, 1] is in the domain of attractio...
Extreme-value theory and corresponding analysis is an issue extensively applied in many different fi...
The vanilla method in univariate extreme-value theory consists of fitting the three-parameter Genera...
We prove asymptotic normality of the so-called maximum likelihood estimator of the extreme value ind...
AbstractThe paper is about the asymptotic properties of the maximum likelihood estimator for the ext...
We prove asymptotic normality of the so-called maximum likelihood estimator of the extreme value ind...
AbstractIn extreme value analysis, staring from Smith (1987) [1], the maximum likelihood procedure i...
This paper constructs from the record values an estimator of the extreme-value index. It is proved t...
The extremal index (?) is the key parameter for extending extreme value theory results from i.i.d. t...
© 2019 Elsevier B.V. We revisit the estimation of the extreme value index for randomly censored data...
Extreme-value theory and corresponding analysis is an issue extensively applied in many different fi...
We consider extreme value analysis for independent but nonidentically distributed observations. In p...
International audienceWe revisit the estimation of the extreme value index for randomly censored dat...
The vanilla method in univariate extreme-value theory consists of fitting the three-parameter Gener...
The article develops the approach of Ferro and Segers (J.R. Stat. Soc., Ser. B 65:545, 2003) to the ...
We prove that when the distribution of a stochastic process in C[0, 1] is in the domain of attractio...
Extreme-value theory and corresponding analysis is an issue extensively applied in many different fi...
The vanilla method in univariate extreme-value theory consists of fitting the three-parameter Genera...
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