An estimator for the extreme-value index (Q4337148): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1080/03610929608831724 / rank | |||
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| Property / OpenAlex ID: W2038443936 / rank | |||
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| Property / cites work | |||
| Property / cites work: A moment estimator for the index of an extreme-value distribution / rank | |||
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| Property / cites work: Estimating the limit distribution of multivariate extremes / rank | |||
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| Property / cites work: Q3713481 / rank | |||
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| Property / cites work: Functional central limit theorems for processes with positive drift and their inverses / rank | |||
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Latest revision as of 11:36, 27 May 2024
scientific article; zbMATH DE number 1010761
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An estimator for the extreme-value index |
scientific article; zbMATH DE number 1010761 |
Statements
An estimator for the extreme-value index (English)
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11 November 1997
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tail empirical process
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extreme value index
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parameter estimation
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simulation
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