Asymptotic distribution of a Pickands-type estimator of the extreme-value index

Laurent Gardes; Stéphane Girard

Comptes Rendus. Mathématique, Volume 341 (2005) no. 1 p. 53-58

Double-thresholded estimator of extreme value index

Laurent Gardes

Comptes Rendus. Mathématique, Volume 337 (2003) no. 4 p. 287-292