19
Views
1
CrossRef citations to date
0
Altmetric
Original Articles

An estimator for the extreme-value index

&
Pages 685-694 | Published online: 27 Jun 2007

Bibliography

  • Dekkers , A.L.M. , Einmahl , J.H. and J And De Haan , L. 1989 . A moment estimator for the index of an extreme-value distribution . Annals of Statistics , 17 : 1833 – 1855 .
  • De Haan , L. 1970 . “ On regular variation and its application to the weak convergence of sample extremes ” . In Thesis , Vol. 32 , University of Amsterdam/Mathematical Centre tract .
  • De Haan , L. and Resnick , S.I. 1993 . Consistent empirical estimators of multivariate extreme value distributions . Comm. in Stat.-Stochastic Models , 9 : 275 – 309 .
  • Press , W.H. , Flannery , B.P. , Teukolski , S.A. and Vetterling , W.T. 1986 . Numerical recipes: the art of scientific computing , Cambridge, New York : Cambridge University Press .
  • Ripley , B.D. 1987 . Stochastic simulation , New York : Wiley & Sons .
  • Vervaat , W. 1972 . Functional central limit theorems for processes with positive drift and their inverses . Z. Wahrscheinlichkeitstheorie verw. Geb , 23 : 249 – 253 .
  • Pickands , J. 1975 . Statistical inference using extreme order statistics . Ann. Statist , 3 : 119 – 131 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.