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

Research output: Contribution to journal › Article › Academic › peer-review

38 Citations (Scopus)

Original language	Undefined/Unknown
Pages (from-to)	794-815
Number of pages	22
Journal	Journal of Multivariate Analysis
Volume	100
Issue number	4
DOIs	https://doi.org/10.1016/j.jmva.2008.08.009
Publication status	Published - 2009

Research programs

@article{999b0f19d09544d695295080c1f380aa,

title = "Existence and consistency of the maximum likelihood estimator for the extreme value index",

author = "Chen Zhou",

year = "2009",

doi = "10.1016/j.jmva.2008.08.009",

language = "Undefined/Unknown",

volume = "100",

pages = "794--815",

journal = "Journal of Multivariate Analysis",

issn = "0047-259X",

publisher = "Academic Press",

number = "4",

}