Revisiting the maximum likelihood estimation of a positive extreme value index (Q2320945)
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scientific article; zbMATH DE number 7098898
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| English | Revisiting the maximum likelihood estimation of a positive extreme value index |
scientific article; zbMATH DE number 7098898 |
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Revisiting the maximum likelihood estimation of a positive extreme value index (English)
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28 August 2019
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bias estimation
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heavy tails
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semiparametric estimation
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statistics of extremes
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0.94415253
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0.92929864
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0.92148113
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0.91759497
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0.91246593
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0.9119834
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0.91145587
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0.9085808
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