Estimation of the finite right endpoint in the Gumbel domain
Statistics Theory
2015-06-16 v1 Statistics Theory
Abstract
A simple estimator for the finite right endpoint of a distribution function in the Gumbel max-domain of attraction is proposed. Large sample properties such as consistency and the asymptotic distribution are derived. A simulation study is also presented.
Keywords
Cite
@article{arxiv.1306.1452,
title = {Estimation of the finite right endpoint in the Gumbel domain},
author = {Isabel Fraga Alves and Cláudia Neves},
journal= {arXiv preprint arXiv:1306.1452},
year = {2015}
}