An asymptotically unbiased moment estimator of a negative extreme value index

DOI10.7151/DMPS.1118zbMath1208.62084OpenAlexW2316793973MaRDI QIDQ3084952

M. Ivette Gomes, Frederico Caeiro

Publication date: 25 March 2011

Published in: Discussiones Mathematicae Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/637ffc49d3d4294aa2fcb6a1f61c2d8e3c025b26

zbMATH Keywords

semi-parametric estimation

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Statistics of extreme values; tail inference (62G32) Monte Carlo methods (65C05)

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