ON THE ESTIMATION OF THE EXTREME-VALUE INDEX AND LARGE QUANTILE ESTIMATION

被引：345

作者：

DEKKERS, ALM ^{[1
]}

DEHAAN, L ^{[1
]}

机构：

[1] ERASMUS UNIV, 3000 DR ROTTERDAM, NETHERLANDS

来源：

关键词：

D O I：

10.1214/aos/1176347396

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：1795 / 1832

页数：38

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RESNICK, SI .

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DEHAAN L, 1984, STAT EXTREMES APPL, P00031

[8]

GELUK JL, 1987, MATH CTR TRACTS, V40

[9]

Gnedenko B.V., 1954, LIMIT DISTRIBUTIONS

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