Improving the bias of a pseudo-maximum likelihood estimate of the extreme value index by k-records
Abstract The paper focusses on the estimation of the extreme value index in terms of k-records based on a maximum likelihood approach, which is suggested recently by Louzaoui and El Arrouchi (J Probab Stat, 2020). Its asymptotic normality is well investigated in order to propose a bias correction wh...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Springer
2023-04-01
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| Series: | Journal of Statistical Theory and Applications (JSTA) |
| Subjects: | |
| Online Access: | https://doi.org/10.1007/s44199-023-00055-7 |