Abstract
If the maximum (or minimum) of a sample, properly standardized, has a nondegenerate limit distribution (as the sample size tends to ∞) then for every fixed k, the joint distribution of the k upper (lower) sample extremes converges to a nondegenerate limit. Based on this limiting distribution, if only sample extremes are available (e.g. in life testing situations) tail parameters can be consistently estimated.
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© 1984 Springer Science+Business Media Dordrecht
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Weissman, I. (1984). Statistical Estimation in Extreme Value Theory. In: de Oliveira, J.T. (eds) Statistical Extremes and Applications. NATO ASI Series, vol 131. Springer, Dordrecht. https://doi.org/10.1007/978-94-017-3069-3_8
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DOI: https://doi.org/10.1007/978-94-017-3069-3_8
Publisher Name: Springer, Dordrecht
Print ISBN: 978-90-481-8401-9
Online ISBN: 978-94-017-3069-3
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