Asymptotic expansions for the distribution functions of Pickands-type estimators

Jiazhu Pan; Shihong Cheng

doi:10.1007/BF02871662

Asymptotic expansions for the distribution functions of Pickands-type estimators

Jiazhu Pan, Shihong Cheng

Mathematics And Statistics

Research output: Contribution to journal › Article › peer-review

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.

Original language	English
Pages (from-to)	785-800
Number of pages	16
Journal	Science in China Series A: Mathematics
Volume	41
Issue number	8
DOIs	https://doi.org/10.1007/BF02871662
Publication status	Published - Aug 1998

Keywords

extreme value theory
parameter estimation
asymptotic expansions

Access to Document

10.1007/BF02871662

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.",

keywords = "extreme value theory, parameter estimation, asymptotic expansions",

author = "Jiazhu Pan and Shihong Cheng",

year = "1998",

month = aug,

doi = "10.1007/BF02871662",

language = "English",

volume = "41",

pages = "785--800",

journal = "Science in China Series A: Mathematics",

issn = "1006-9283",

number = "8",

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AU - Pan, Jiazhu

AU - Cheng, Shihong

PY - 1998/8

Y1 - 1998/8

N2 - 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.

AB - 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.

KW - extreme value theory

KW - parameter estimation

KW - asymptotic expansions

U2 - 10.1007/BF02871662

DO - 10.1007/BF02871662

M3 - Article

VL - 41

SP - 785

EP - 800

JO - Science in China Series A: Mathematics

JF - Science in China Series A: Mathematics

SN - 1006-9283

IS - 8

ER -