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Estimation of the finite right endpoint in the Gumbel domain

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Fraga Alves, I. and Neves, C. ORCID: https://orcid.org/0000-0003-1201-5720 (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:Science > School of Mathematical, Physical and Computational Sciences > Department of Mathematics and Statistics
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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