Asymptotic comparison of the mixed moment and classical extreme value index estimators
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Publication:2483435
DOI10.1016/j.spl.2007.07.026zbMath1489.62155MaRDI QIDQ2483435
M. Ivette Gomes, Cláudia Neves
Publication date: 28 April 2008
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2007.07.026
62G20: Asymptotic properties of nonparametric inference
62G32: Statistics of extreme values; tail inference
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Cites Work
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