Asymptotic comparison of the mixed moment and classical extreme value index estimators (Q2483435)
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scientific article; zbMATH DE number 5268494
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| English | Asymptotic comparison of the mixed moment and classical extreme value index estimators |
scientific article; zbMATH DE number 5268494 |
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Asymptotic comparison of the mixed moment and classical extreme value index estimators (English)
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28 April 2008
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statistics of extremes
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semi-parametric estimation
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extreme value index
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asymptotic theory
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0.8834775686264038
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0.8321081399917603
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0.8077012300491333
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0.8072037696838379
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0.8029701113700867
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