Estimation of the finite right endpoint in the Gumbel domain
classification
🧮 math.ST
stat.TH
keywords
distributionendpointfinitegumbelrightasymptoticattractionconsistency
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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.
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