Competitive estimation of the extreme value index
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Publication:310653
DOI10.1016/j.spl.2016.05.012zbMath1398.62122OpenAlexW2399745793MaRDI QIDQ310653
Lígia Henriques-Rodrigues, M. Ivette Gomes
Publication date: 8 September 2016
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2016.05.012
Related Items (3)
Non-regular frameworks and the mean-of-order \(p\) Extreme value index estimation ⋮ A location-invariant non-positive moment-type estimator of the extreme value index ⋮ A review of more than one hundred Pareto-tail index estimators
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