Lehmer's mean-of-order- p extreme value index estimation: a simulation study and applications

DOI10.1080/02664763.2019.1694871OpenAlexW2991031424MaRDI QIDQ5861450

Helena Penalva, M. Ivette Gomes, Frederico Caeiro, M. Manuela Neves

Publication date: 1 March 2022

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2019.1694871

zbMATH Keywords

heavy tailsstatistics of extremesMonte-Carlo simulationgeneralized meanssemi-parametric estimation

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

Related Items (2)

Reduced bias estimation of the shape parameter of the log-logistic distribution ⋮ Editorial to special issue V WCDANM 2018

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