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

Laurent Gardes; Stéphane Girard

Comptes Rendus. Mathématique, Volume 341 (2005) p. 53-58

Asymptotic normality of the ET method – application to the ET test

Jean Diebolt; Myriam Garrido; Stéphane Girard

Comptes Rendus. Mathématique, Volume 337 (2003) p. 213-218