Existence and consistency of the maximum likelihood estimator for the extreme value index

Research output: Contribution to journalArticleAcademicpeer-review

35 Citations (Scopus)
Original languageUndefined/Unknown
Pages (from-to)794-815
Number of pages22
JournalJournal of Multivariate Analysis
Volume100
Issue number4
DOIs
Publication statusPublished - 2009

Research programs

  • EUR ESE 31

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