Asymptotic expansions for the distribution functions of Pickands-type estimators |
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| Authors: | Jiazhu Pan Shihong Cheng |
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| Institution: | (1) School of Mathematical Sciences, Peking University, 100871 Beijing, China |
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| Abstract: | The asymptotic expansions for the distribution functions of Pickands-type estimators in extreme statistics are obtained. In
addition, several useful results on regular variation and intermediate order statistics are presented.
Project supported by the National Natural Science Foundation of China (Grant No. 19601007) and Doctoral Program Foundation
of Higher Education of China. |
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| Keywords: | extreme value theory parameter estimation asymptotic expansions |
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