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| ESTIMATING EXTREME-VALUE INDEX FROM RECORDS |
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Citation： |
Qi Yongcheng.ESTIMATING EXTREME-VALUE INDEX FROM RECORDS[J].Chinese Annals of Mathematics B,1998,19(4):499~510 |
| Page view： 992
Net amount： 857 |
Authors： |
Qi Yongcheng; |
Foundation： |
the National Natural Science Foundation of China (19601001) |
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| Abstract： |
This paper constructs from the record values an estimator of the extreme-value index. It is proved that the estimator is consistent in the domain of attraction of extreme-value distributions, and that under very mild conditions the estimator is asymptotically normal. |
Keywords： |
Record, Extreme value distribution, Estimator, Consistency,
Asymptotic normality |
Classification： |
62F12, 60F05 |
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