Estimating parameters of an extreme value distribution by the method of moments

The Asymptotic Theory of Extreme Order Statistics

John E. Angus, János Galambos · Technometrics · 1990 · 1.8K citations

Reliability Engineering, Engineering, Reliability Modelling +11

A Moment Estimator for the Index of an Extreme-Value Distribution

Arnold Dekkers, J.H.J. Einmahl, Laurens de Haan · The Annals of Statistics · 1989 · 695 citations · Full text

Extreme Value Theory, Density Estimation, Engineering +10

On the Estimation of the Extreme-Value Index and Large Quantile Estimation

Arnold Dekkers, Laurens de Haan · The Annals of Statistics · 1989 · 293 citations · Full text

Extreme Value Theory, Large Deviations, Weak Consistency +15

Extremal Theory for Stochastic Processes

M. R. Leadbetter, Holger Rootzén · The Annals of Probability · 1988 · 291 citations · Full text

Extreme Values, Engineering, Continuous Parameter Processes +12