A study about estimation

MaRDI QIDQ2868218zbMATH OpenFDO

Authors Alexandrina Maria Proca

Publication date 16 December 2013

Published in Bulletin of the Transilvania University of Brașov. Series III. Mathematics, Informatics, Physics (Search for Journal in Brave)

zbMATH Keywords

extreme indexextreme value theorymethod of momentsstatistic of extreme value

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Statistics of extreme values; tail inference (62G32) Applications of statistics to economics (62P20)

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Cited in

(2)

• Estimating parameters of an extreme value distribution by the method of moments
• The limiting distribution of extremal exchange rate returns

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