On Maximum Likelihood Estimation of the Extreme Value Index
نویسندگان
چکیده
Received November 2002; revised June 2003. Supported by Netherlands Organization for Scientific Research through the Netherlands Mathematical Research Foundation and by the Heisenberg program of the DFG. Supported in part by POCTI/FCT/FEDER. AMS 2000 subject classifications. Primary 62G32; secondary 62G20.
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تاریخ انتشار 2004