Non-regular frameworks and the mean-of-order \(p\) Extreme value index estimation

DOI10.1007/s42519-022-00264-wOpenAlexW4289813725MaRDI QIDQ2156000

M. Ivette Gomes, Lígia Henriques-Rodrigues, Dinis Pestana

Publication date: 15 July 2022

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s42519-022-00264-w

zbMATH Keywords

extreme value theorygeneralized meanssemi-parametric estimationheavy right tailssum-stable laws

Mathematics Subject Classification ID

Nonparametric inference (62Gxx) Probabilistic methods, stochastic differential equations (65Cxx) Statistical distribution theory (62Exx)

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