On the comparison of several classical estimators of the extreme value index
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Publication:5079223
DOI10.1080/03610926.2020.1746970OpenAlexW3016107206MaRDI QIDQ5079223
Frederico Caeiro, Ivanilda Cabral, M. Ivette Gomes
Publication date: 25 May 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2020.1746970
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Cites Work
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- Reduced-Bias Tail Index Estimators Under a Third-Order Framework
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- A Sturdy Reduced-Bias Extreme Quantile (VaR) Estimator
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