Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1155016 | Statistics & Probability Letters | 2006 | 11 Pages |
Abstract
In this paper we present the weighted least squares estimator for the extreme value index, and prove its consistency and asymptotic normality.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Jürg Hüsler, Deyuan Li, Samuel Müller,