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.
Original language | English |
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Pages (from-to) | 785-800 |
Number of pages | 16 |
Journal | Science in China Series A: Mathematics |
Volume | 41 |
Issue number | 8 |
DOIs | |
Publication status | Published - Aug 1998 |
Keywords
- extreme value theory
- parameter estimation
- asymptotic expansions