Asymptotic comparison at optimal levels of reduced-bias extreme value index estimators

DOI10.1111/j.1467-9574.2011.00495.xMaRDI QIDQ6573458

M. Ivette Gomes, Frederico Caeiro

Publication date: 16 July 2024

Published in: Statistica Neerlandica (Search for Journal in Brave)

zbMATH Keywords

heavy tailsbias estimationstatistics of extremesoptimal levelssemi-parametric estimation

Mathematics Subject Classification ID

Nonparametric inference (62Gxx) Probabilistic methods, stochastic differential equations (65Cxx) Statistical distribution theory (62Exx)

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