Optimal rates of convergence for estimates of the extreme value index

Annals of Statistics

Volumn 26, Issue 1, 1998, Pages 434-448

  Drees, Holger ^a  

^a UNIVERSITY OF COLOGNE   (Germany)

Author keywords

Extreme value index; Hill estimator; Moment estimator; Optimality; Pickands estimator; Rate of convergence; Robustness

Indexed keywords

EID: 0032387074     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1030563992     Document Type: Article

References (20)

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