Existence and consistency of the maximum likelihood estimator for the extreme value index
نویسندگان
چکیده
منابع مشابه
On Maximum Likelihood Estimation of the Extreme Value Index
Received November 2002; revised June 2003. Supported by Netherlands Organization for Scientific Research through the Netherlands Mathematical Research Foundation and by the Heisenberg program of the DFG. Supported in part by POCTI/FCT/FEDER. AMS 2000 subject classifications. Primary 62G32; secondary 62G20.
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2009
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2008.08.009