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Volumn 355, Issue 1, 2009, Pages 216-230

From extended regular variation to regular variation with application in extreme value statistics

Author keywords

Domain of attraction; Extreme value index; Heavy tails; Maximum likelihood

Indexed keywords


EID: 60749135519     PISSN: 0022247X     EISSN: 10960813     Source Type: Journal    
DOI: 10.1016/j.jmaa.2009.01.058     Document Type: Article
Times cited : (7)

References (11)
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  • 5
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    • Generalized regular variation of second order
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    • de Haan, L.1    Stadtmüller, U.2
  • 6
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    • On smooth statistical tail functionals
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  • 7
    • 22244474071 scopus 로고    scopus 로고
    • On maximum likelihood estimation of the extreme value index
    • Drees H., Ferreira A., and de Haan L. On maximum likelihood estimation of the extreme value index. Ann. Appl. Probab. 14 (2004) 1179-1201
    • (2004) Ann. Appl. Probab. , vol.14 , pp. 1179-1201
    • Drees, H.1    Ferreira, A.2    de Haan, L.3
  • 8
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    • Limiting forms of the frequency distribution of the largest and smallest member of a sample
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    • Fisher, R.A.1    Tippett, L.H.C.2
  • 9
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    • A note on second order conditions in extreme value theory: Linking general and heavy tails conditions
    • Fraga Alves M.I., Gomes M.I., de Haan L., and Neves C. A note on second order conditions in extreme value theory: Linking general and heavy tails conditions. REVSTAT 5 (2007) 285-304
    • (2007) REVSTAT , vol.5 , pp. 285-304
    • Fraga Alves, M.I.1    Gomes, M.I.2    de Haan, L.3    Neves, C.4
  • 10
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    • Statistical inference using extreme order statistics
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  • 11
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    • La distribution de la plus grande de n valeurs
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    • von Mises, R.1


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