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A note on the uniform asymptotic normality of location M-estimates

✍ Scribed by José R. Berrendero; Ruben H. Zamar


Publisher
Springer
Year
2006
Tongue
English
Weight
172 KB
Volume
63
Category
Article
ISSN
0026-1335

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A note on the asymptotic normality of th
✍ Jean Diebolt; Stéphane Girard 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 224 KB

In this note, we establish the asymptotic distribution of the exponential tail estimator of extreme quantiles. We give su cient conditions for the asymptotic normality and provide some illustrating examples.