Open AccessExistence and consistency of the maximum likelihood estimators for the extreme value index within the block maxima framework
Author(s) -
Clément Dombry
Publication year - 2015
Publication title -
bernoulli
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.814
H-Index - 72
eISSN - 1573-9759
pISSN - 1350-7265
DOI - 10.3150/13-bej573
Subject(s) - maxima , mathematics , extreme value theory , generalized extreme value distribution , normalization (sociology) , estimator , consistency (knowledge bases) , order statistic , statistics , block (permutation group theory) , maximum likelihood , combinatorics , geometry , art , performance art , art history , sociology , anthropology