A MOMENT ESTIMATOR FOR THE INDEX OF AN EXTREME-VALUE DISTRIBUTION

被引：242

作者：

DEKKERS, ALM

EINMAHL, JHJ

DEHAAN, L

机构：

[1] ERASMUS UNIV,3000 DR ROTTERDAM,NETHERLANDS

[2] STATE UNIV LIMBURG,DEPT MED INFORMAT & STAT,6200 MD MAASTRICHT,NETHERLANDS

来源：

ANNALS OF STATISTICS | 1989年 / 17卷 / 04期

关键词：

D O I：

10.1214/aos/1176347397

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：1833 / 1855

页数：23

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