Abstract
| Language | English |
|---|---|
| Pages | 785-800 |
| Number of pages | 16 |
| Journal | Science in China Series A: Mathematics |
| Volume | 41 |
| Issue number | 8 |
| DOIs | |
| Publication status | Published - Aug 1998 |
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Keywords
- extreme value theory
- parameter estimation
- asymptotic expansions
Cite this
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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 journal › Article
TY - JOUR
T1 - Asymptotic expansions for the distribution functions of Pickands-type estimators
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
T2 - Science in China Series A: Mathematics
JF - Science in China Series A: Mathematics
SN - 1006-9283
IS - 8
ER -