On maximum likelihood estimation of the extreme value index

H Drees, A Ferreira, Laurens de Haan

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

95 Citations (Scopus)

Original language	Undefined/Unknown
Pages (from-to)	251-280
Number of pages	30
Journal	Annals of Applied Probability
Volume	10
Issue number	2
DOIs	https://doi.org/10.1214/105051604000000279
Publication status	Published - 2004

Research programs

@article{0cb1ef1f6afe4bac8fed3f40edd3f3fb,

title = "On maximum likelihood estimation of the extreme value index",

author = "H Drees and A Ferreira and {de Haan}, Laurens",

year = "2004",

doi = "10.1214/105051604000000279",

language = "Undefined/Unknown",

volume = "10",

pages = "251--280",

journal = "Annals of Applied Probability",

issn = "1050-5164",

publisher = "Institute of Mathematical Statistics",

number = "2",

}