A location-invariant probability weighted moment estimation of the Extreme Value Index (Q2804923)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A location-invariant probability weighted moment estimation of the Extreme Value Index |
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A location-invariant probability weighted moment estimation of the Extreme Value Index (English)
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6 May 2016
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adaptive semiparametric estimation
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asymptotic properties
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bootstrap methodology
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extreme value index
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heavy tails
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location/scale-invariant estimation
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Monte Carlo simulation
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statistics of extremes
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