Revisiting the maximum likelihood estimation of a positive extreme value index
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Publication:2320945
DOI10.1080/15598608.2014.909754zbMath1425.62056OpenAlexW1981927335MaRDI QIDQ2320945
M. Ivette Gomes, Frederico Caeiro
Publication date: 28 August 2019
Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15598608.2014.909754
Applications of statistics to economics (62P20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Statistics of extreme values; tail inference (62G32)
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