Refined Pickands estimators of the extreme value index (Q1922380)
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scientific article; zbMATH DE number 922115
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| English | Refined Pickands estimators of the extreme value index |
scientific article; zbMATH DE number 922115 |
Statements
Refined Pickands estimators of the extreme value index (English)
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23 March 1998
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extreme value index
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tail index
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Pickands process
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robustness
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moment estimator
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asymptotic normality
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refined Pickands estimator
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0.9559672
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0.95327544
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0.95314145
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