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Estimation of the finite right endpoint in the Gumbel domain

Fraga Alves, I. and Neves, C. (2014) Estimation of the finite right endpoint in the Gumbel domain. Statistica Sinica, 24. pp. 1811-1835. ISSN 1017-0405

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To link to this item DOI: 10.5705/ss.2013.183

Abstract/Summary

A simple estimator for the finite right endpoint of a distribution function in the Gumbel max-domain of attraction is proposed. Large sample properties such as consistency and the asymptotic distribution are derived. A simulation study is presented.

Item Type:Article
Refereed:Yes
Divisions:Faculty of Science > School of Mathematical, Physical and Computational Sciences > Department of Mathematics and Statistics
Faculty of Science > School of Mathematical, Physical and Computational Sciences > Department of Mathematics and Statistics > Applied Statistics
ID Code:67416
Publisher:Academia Sinica, Institute of Statistical Science

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