LAN of extreme order statistics
Michael Falk
Annals of the Institute of Statistical Mathematics, 1995, vol. 47, issue 4, 693-717
Keywords: Extreme order statistics; local asymptotic normality; central sequence; generalized Pareto distributions; asymptotic sufficiency; optimal tests (search for similar items in EconPapers)
Date: 1995
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Persistent link: https://EconPapers.repec.org/RePEc:spr:aistmt:v:47:y:1995:i:4:p:693-717
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DOI: 10.1007/BF01856542
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