Abstract
Abstract Let X 1 , X 2 ,… be a sequence of i.i.d. random variables with a continuous distribution function F . Under the assumption that F is in the domain of attraction of an extreme value distribution, we introduce an estimate of the extreme-value index based on the successive k -record values. We also investigate the asymptotic behavior of this statistic. We finally give some numerical results concerning the behavior of this estimate in practice.
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