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Asymptotic expansions for the distribution functions of Pickands-type estimators

✍ Scribed by Jiazhu Pan; Shihong Cheng


Publisher
SP Science China Press
Year
1998
Tongue
English
Weight
570 KB
Volume
41
Category
Article
ISSN
1674-7283

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Asymptotic expansions for the location i
✍ Peng Zuoxiang; Liu Miaomiao; Saralees Nadarajah πŸ“‚ Article πŸ“… 2010 πŸ› Elsevier Science 🌐 English βš– 211 KB

In this paper, based on moment-type and location invariant Hill estimators, a new kind of location invariant moment-type extreme value index estimator is proposed. The weak and strong consistency of the estimator are discussed. The asymptotic expansion of the estimator and its distribution are also