Asymptotic expansions for the distribution functions of Pickands-type estimators

Jiazhu Pan, Shihong Cheng

Research output: Contribution to journalArticle

1 Citation (Scopus)

Abstract

The asymptotic expansions for the distribution functions of Pickands-type estimators in extreme statistics are obtained. In addition, several useful results on regular variation and intermediate order statistics are presented.
LanguageEnglish
Pages785-800
Number of pages16
JournalScience in China Series A: Mathematics
Volume41
Issue number8
DOIs
Publication statusPublished - Aug 1998

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Regular Variation
Order Statistics
Asymptotic Expansion
Distribution Function
Extremes
Statistics
Estimator

Keywords

  • extreme value theory
  • parameter estimation
  • asymptotic expansions

Cite this

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title = "Asymptotic expansions for the distribution functions of Pickands-type estimators",
abstract = "The asymptotic expansions for the distribution functions of Pickands-type estimators in extreme statistics are obtained. In addition, several useful results on regular variation and intermediate order statistics are presented.",
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Asymptotic expansions for the distribution functions of Pickands-type estimators. / Pan, Jiazhu; Cheng, Shihong.

In: Science in China Series A: Mathematics, Vol. 41, No. 8, 08.1998, p. 785-800.

Research output: Contribution to journalArticle

TY - JOUR

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AU - Pan, Jiazhu

AU - Cheng, Shihong

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KW - asymptotic expansions

U2 - 10.1007/BF02871662

DO - 10.1007/BF02871662

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SP - 785

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JO - Science in China Series A: Mathematics

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