Abstract
We prove asymptotic normality of the so-called maximum likelihood estimator of the extreme value index. © Institute of Mathematical Statistics, 2004.
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APA
Drees, H., Ferreira, A., & De Haan, L. (2004). On maximum likelihood estimation of the extreme value index. Annals of Applied Probability, 14(3), 1179–1201. https://doi.org/10.1214/105051604000000279
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