Weak properties and robustness of t-Hill estimators

DOI10.1007/s10687-016-0256-2zbMath1354.62002OpenAlexW2419108399WikidataQ59468962 ScholiaQ59468962MaRDI QIDQ347146

Andrés Rivera, Zdeněk Fabián, Sebastián Torres, Luboš Střelec, Pavlina Jordanova, Stéphane Girard, Milan Stehlík, Philipp Hermann

Publication date: 30 November 2016

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://epub.jku.at/doi/10.1007/s10687-016-0256-2

zbMATH Keywords

point estimationasymptotic properties of estimatorsChileGuanaco glaciert-Hill estimatort-lgHill estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to environmental and related topics (62P12) Point estimation (62F10) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32) Planetary atmospheres (85A20)

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• Robust Statistics

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