Iterative estimation of the extreme value index

DOI10.1007/s11009-005-1487-xzbMath1078.62054OpenAlexW2038810760MaRDI QIDQ812978

Samuel Müller, Juerg Hüsler

Publication date: 30 January 2006

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://boris.unibe.ch/117853/1/11009_2005_Article_1487.pdf

zbMATH Keywords

extreme value theorytail index estimationiterative estimator

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32)

Related Items (4)

On variances and covariances of a kind of extreme order statistics ⋮ On dealing with the unknown population minimum in parametric inference ⋮ Location invariant Weiss-Hill estimator ⋮ Smooth tail-index estimation

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