On maximum likelihood estimation of the extreme value index

• 5 July 2004
• preprint
• Published by arXiv in arXiv
• https://doi.org/10.48550/arXiv.math/0407062

Abstract

Keywords

• MAXIMUM LIKELIHOOD ESTIMATION
• ASYMPTOTIC NORMALITY
• LIKELIHOOD ESTIMATOR
• EXTREME VALUE INDEX
• PROVE ASYMPTOTIC
• CALLED MAXIMUM
• VALUE INDEX
• NORMALITY

All Related Versions

• Version 1, 2004-07-05, ArXiv
• Published version: The Annals of Applied Probability, 14 (3), 1179.