A MOMENT ESTIMATOR FOR THE INDEX OF AN EXTREME-VALUE DISTRIBUTION

[1] RESIDUAL LIFE TIME AT GREAT AGE [J]. ANNALS OF PROBABILITY, 1974, 2 (05) : 792 - 804

[2] BEIRLANT J, 1986, THEOR PROBAB APPL, V31, P463

[3] Chung K. L., 1974, COURSE PROBABILITY T

[4] CENTRAL LIMIT-THEOREMS FOR SUMS OF EXTREME VALUES [J]. MATHEMATICAL PROCEEDINGS OF THE CAMBRIDGE PHILOSOPHICAL SOCIETY, 1985, 98 (NOV) : 547 - 558

[5] TAIL ESTIMATES MOTIVATED BY EXTREME VALUE THEORY [J]. ANNALS OF STATISTICS, 1984, 12 (04) : 1467 - 1487

[6] DEHAAN L, 1984, STAT EXTREMES APPL, P00031

[7] ALMOST SURE CONVERGENCE OF THE HILL ESTIMATOR [J]. MATHEMATICAL PROCEEDINGS OF THE CAMBRIDGE PHILOSOPHICAL SOCIETY, 1988, 104 : 371 - 381

[8] ON THE ESTIMATION OF THE EXTREME-VALUE INDEX AND LARGE QUANTILE ESTIMATION [J]. ANNALS OF STATISTICS, 1989, 17 (04) : 1795 - 1832

[9] LAWS OF THE ITERATED LOGARITHM IN THE TAILS FOR WEIGHTED UNIFORM EMPIRICAL PROCESSES [J]. ANNALS OF PROBABILITY, 1988, 16 (01) : 126 - 141

[10] GELUK JL, 1987, MATH CTR TRACTS, V40

[1] RESIDUAL LIFE TIME AT GREAT AGE [J]. ANNALS OF PROBABILITY, 1974, 2 (05) : 792 - 804

[2] BEIRLANT J, 1986, THEOR PROBAB APPL, V31, P463

[3] Chung K. L., 1974, COURSE PROBABILITY T

[4] CENTRAL LIMIT-THEOREMS FOR SUMS OF EXTREME VALUES [J]. MATHEMATICAL PROCEEDINGS OF THE CAMBRIDGE PHILOSOPHICAL SOCIETY, 1985, 98 (NOV) : 547 - 558

[5] TAIL ESTIMATES MOTIVATED BY EXTREME VALUE THEORY [J]. ANNALS OF STATISTICS, 1984, 12 (04) : 1467 - 1487

[6] DEHAAN L, 1984, STAT EXTREMES APPL, P00031

[7] ALMOST SURE CONVERGENCE OF THE HILL ESTIMATOR [J]. MATHEMATICAL PROCEEDINGS OF THE CAMBRIDGE PHILOSOPHICAL SOCIETY, 1988, 104 : 371 - 381

[8] ON THE ESTIMATION OF THE EXTREME-VALUE INDEX AND LARGE QUANTILE ESTIMATION [J]. ANNALS OF STATISTICS, 1989, 17 (04) : 1795 - 1832

[9] LAWS OF THE ITERATED LOGARITHM IN THE TAILS FOR WEIGHTED UNIFORM EMPIRICAL PROCESSES [J]. ANNALS OF PROBABILITY, 1988, 16 (01) : 126 - 141

[10] GELUK JL, 1987, MATH CTR TRACTS, V40