Estimation of the finite right endpoint in the Gumbel domain

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 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
URI	https://reading-clone.eprints-hosting.org/id/eprint/67416
Identification Number/DOI	10.5705/ss.2013.183
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
Publisher	Academia Sinica, Institute of Statistical Science
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