Refined pickands estimators wtth bias correction (Q4337160)
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scientific article; zbMATH DE number 1010772
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Refined pickands estimators wtth bias correction |
scientific article; zbMATH DE number 1010772 |
Statements
Refined pickands estimators wtth bias correction (English)
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11 November 1997
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univariate extreme value distribution
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extreme value index
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choice of fraction of largest order statistics
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mixed Pickands estimator
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refined Pickands estimator
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bias correction
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robustness
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0.87431955
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0.8650947
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0.8650181
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