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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 l
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