A comparison of estimators of functionals of the distribution of a maximum

Jonathan P. Cohen

Statistics & Probability Letters, 1990, vol. 10, issue 3, 257-261

Abstract: D independent observations of M are available, where M is the maximum of n independent observations from an unknown distribution F in the Gumbel extreme domain of attraction. Various parametric and non-parametric estimates of functions of M's distribution are compared.

Keywords: Extreme; value; theory; maximum; likelihood; estimation; empirical; distribution (search for similar items in EconPapers)
Date: 1990
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