Optimal Choice of Sample Fraction in Extreme-Value Estimation

• 1 November 1993
• journal article
• Published by Elsevier in Journal of Multivariate Analysis
• Vol. 47  (2) , 173-195
• https://doi.org/10.1006/jmva.1993.1078

Abstract

Keywords

• EXTREME VALUE
• DISTRIBUTION FUNCTION
• EXTREME VALUE THEORY