Author

Jeong-Soo Park

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Preprint Oct 2026

Fisher Information and Differentiability for $r$-Largest Generalized Extreme-Value Models

The $r$ largest observations of a block form a dependent random vector whose support moves with all three parameters of the $r$-largest generalized extreme-value ($r$GEV) model. For a fixed number $r$ of order statistics, we show that the model is differentiable in quadratic mean if and only if $k_0<1/2$, where $k=-\ga...

Jihong Park, Yi-Re Shin, Jeong-Soo Park · 1 citation

Preprint Oct 2026

Strong Consistency and Asymptotic Normality of the Maximum Likelihood Estimator in $r$-Largest Generalized Extreme-Value Models

We study maximum likelihood estimation in the three-parameter $r$-largest generalized extreme-value ($r$GEV) model with a fixed number $r$ of upper order statistics per block. Because the support depends on all three parameters, the classical regular theory does not apply. We show that the maximum likelihood estimator...

Jihong Park, Yi-Re Shin, Jeong-Soo Park · 0 citations