Ontology type: schema:ScholarlyArticle Open Access: True
2017-01
AUTHORSA. M. Fall, G. S. Lo, A. Adekpedjou, C. H. Ndiaye
ABSTRACTThe paper deals with the asymptotic laws of functionals of standard exponential random variables. These classes of statistics are closely related to estimators of the extreme value index when the underlying distribution function is in theWeibull domain of attraction.We use techniques based on martingales theory to describe the non-Gaussian asymptotic distribution of the aforementioned statistics.We provide results of a simulation study as well as statistical tests that may be of interest with the proposed results. More... »
PAGES68-80
http://scigraph.springernature.com/pub.10.3103/s1066530717010057
DOIhttp://dx.doi.org/10.3103/s1066530717010057
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