On the Maximum Likelihood Estimation of Extreme Value Index Based on k-Record Values
Joint Authors
Louzaoui, Abderrahim
El Arrouchi, Mohamed
Source
Journal of Probability and Statistics
Issue
Vol. 2020, Issue 2020 (31 Dec. 2020), pp.1-9, 9 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2020-06-24
Country of Publication
Egypt
No. of Pages
9
Main Subjects
Abstract EN
In this paper, we study the existence and consistency of the maximum likelihood estimator of the extreme value index based on k-record values.
Following the method used by Drees et al.
(2004) and Zhou (2009), we prove that the likelihood equations, in terms of k-record values, eventually admit a strongly consistent solution without any restriction on the extreme value index, which is not the case in the aforementioned studies.
American Psychological Association (APA)
Louzaoui, Abderrahim& El Arrouchi, Mohamed. 2020. On the Maximum Likelihood Estimation of Extreme Value Index Based on k-Record Values. Journal of Probability and Statistics،Vol. 2020, no. 2020, pp.1-9.
https://search.emarefa.net/detail/BIM-1190177
Modern Language Association (MLA)
Louzaoui, Abderrahim& El Arrouchi, Mohamed. On the Maximum Likelihood Estimation of Extreme Value Index Based on k-Record Values. Journal of Probability and Statistics No. 2020 (2020), pp.1-9.
https://search.emarefa.net/detail/BIM-1190177
American Medical Association (AMA)
Louzaoui, Abderrahim& El Arrouchi, Mohamed. On the Maximum Likelihood Estimation of Extreme Value Index Based on k-Record Values. Journal of Probability and Statistics. 2020. Vol. 2020, no. 2020, pp.1-9.
https://search.emarefa.net/detail/BIM-1190177
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1190177