A location-invariant non-positive moment-type estimator of the extreme value index

DOI10.1080/03610926.2018.1425448OpenAlexW2792102774WikidataQ130170579 ScholiaQ130170579MaRDI QIDQ5078407

Chuandi Liu, Chengxiu Ling

Publication date: 23 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2018.1425448

zbMATH Keywords

extreme value indexextreme value statisticsbootstrap methodologylocation-invariant moment-type estimation

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Monte Carlo methods (65C05)

Related Items (1)

Reduced bias estimation of the shape parameter of the log-logistic distribution

Cites Work

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