Maximum Empirical Likelihood Estimation of the Spectral Measure of an Extreme Value Distribution

John Einmahl and J.J.J. Segers
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J.J.J. Segers: Tilburg University, Center for Economic Research

No 2008-42, Discussion Paper from Tilburg University, Center for Economic Research

Abstract: AMS 2000 subject classifications: Primary 62G05, 62G30, 62G32; secondary 60G70, 60F05, 60F17, JEL: C13, C14.

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Date: 2008
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