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Lehmer's mean-of-order- <i>p</i> extreme value index estimation: a simulation study and applications - MaRDI portal

Lehmer's mean-of-order- <i>p</i> extreme value index estimation: a simulation study and applications (Q5861450)

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scientific article; zbMATH DE number 7482678
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English
Lehmer's mean-of-order- <i>p</i> extreme value index estimation: a simulation study and applications
scientific article; zbMATH DE number 7482678

    Statements

    title
    Lehmer's mean-of-order- <i>p</i> extreme value index estimation: a simulation study and applications (English)
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    author
    Helena Penalva
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    M. Ivette Gomes
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    Frederico Caeiro
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    M. Manuela Neves
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    publication date
    1 March 2022
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    zbMATH Keywords
    generalized means
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    heavy tails
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    Monte-Carlo simulation
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    semi-parametric estimation
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    statistics of extremes
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    cites work
    Q2921611
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    Statistics of Extremes
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    Q4431558
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    Q3434069
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    Q3540680
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    Q4162318
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    Q5485944
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    Q4413075
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    Q5497162
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    Q5206131
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    Q5421906
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    Identifiers

    zbMATH DE Number
    7482678
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    OpenAlex ID
    W2991031424
    0 references
     
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