On maximum likelihood estimation of the extreme value index

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dc.creatorDrees, Holger
dc.creatorFerreira, Ana
dc.creatorde Haan, Laurens
dc.date2004-07-05
dc.date.accessioned2026-07-07T05:09:57Z
dc.date.available2026-07-07T05:09:57Z
dc.descriptionWe prove asymptotic normality of the so-called maximum likelihood estimator of the extreme value index.
dc.identifierhttps://arxiv.org/abs/math/0407062
dc.identifierhttp://arxiv.org/abs/math/0407062
dc.identifierAnnals of Applied Probability 2004, Vol. 14, No. 3, 1179-1201
dc.identifierdoi:10.1214/105051604000000279
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/71775
dc.subjectProbability
dc.subject62G32 (Primary) 62G20. (Secondary)
dc.titleOn maximum likelihood estimation of the extreme value index
dc.typetext

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