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

[11] SLOW VARIATION WITH REMAINDER - THEORY AND APPLICATIONS [J]. QUARTERLY JOURNAL OF MATHEMATICS, 1987, 38 (149) : 45 - 71

[12] ON ASYMPTOTIC NORMALITY OF HILL ESTIMATOR FOR THE EXPONENT OF REGULAR VARIATION [J]. ANNALS OF STATISTICS, 1985, 13 (02) : 743 - 756

[13] ON ESTIMATING THE ENDPOINT OF A DISTRIBUTION [J]. ANNALS OF STATISTICS, 1982, 10 (02) : 556 - 568

[14] SIMPLE GENERAL APPROACH TO INFERENCE ABOUT TAIL OF A DISTRIBUTION [J]. ANNALS OF STATISTICS, 1975, 3 (05) : 1163 - 1174

[15] ESTIMATION OF QUANTILES OF THE MAXIMUM OF N-OBSERVATIONS [J]. BIOMETRIKA, 1987, 74 (02) : 347 - 354

[16] LAWS OF LARGE NUMBERS FOR SUMS OF EXTREME VALUES [J]. ANNALS OF PROBABILITY, 1982, 10 (03) : 754 - 764

[17] OMEY E, 1987, J LOND MATH SOC, V37, P105

[18] Smirnov N.V, 1949, T MAT I STEKLOV, V25

[19] SMITH R, 1982, ADV APPL PROBAB, V14, P543

[20] ESTIMATING TAILS OF PROBABILITY-DISTRIBUTIONS [J]. ANNALS OF STATISTICS, 1987, 15 (03) : 1174 - 1207

[11] SLOW VARIATION WITH REMAINDER - THEORY AND APPLICATIONS [J]. QUARTERLY JOURNAL OF MATHEMATICS, 1987, 38 (149) : 45 - 71

[12] ON ASYMPTOTIC NORMALITY OF HILL ESTIMATOR FOR THE EXPONENT OF REGULAR VARIATION [J]. ANNALS OF STATISTICS, 1985, 13 (02) : 743 - 756

[13] ON ESTIMATING THE ENDPOINT OF A DISTRIBUTION [J]. ANNALS OF STATISTICS, 1982, 10 (02) : 556 - 568

[14] SIMPLE GENERAL APPROACH TO INFERENCE ABOUT TAIL OF A DISTRIBUTION [J]. ANNALS OF STATISTICS, 1975, 3 (05) : 1163 - 1174

[15] ESTIMATION OF QUANTILES OF THE MAXIMUM OF N-OBSERVATIONS [J]. BIOMETRIKA, 1987, 74 (02) : 347 - 354

[16] LAWS OF LARGE NUMBERS FOR SUMS OF EXTREME VALUES [J]. ANNALS OF PROBABILITY, 1982, 10 (03) : 754 - 764

[17] OMEY E, 1987, J LOND MATH SOC, V37, P105

[18] Smirnov N.V, 1949, T MAT I STEKLOV, V25

[19] SMITH R, 1982, ADV APPL PROBAB, V14, P543

[20] ESTIMATING TAILS OF PROBABILITY-DISTRIBUTIONS [J]. ANNALS OF STATISTICS, 1987, 15 (03) : 1174 - 1207