Extreme value index estimator using maximum likelihood and moment estimation (Q5739178)
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scientific article; zbMATH DE number 6603649
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Extreme value index estimator using maximum likelihood and moment estimation |
scientific article; zbMATH DE number 6603649 |
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Extreme value index estimator using maximum likelihood and moment estimation (English)
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15 July 2016
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extreme value index
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maximum likelihood estimator
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moment estimator
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asymptotic normal distribution
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domain of attraction
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generalized Pareto distribution
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0.8176109790802002
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0.8152779936790466
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0.8072037696838379
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0.8057481646537781
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0.8055726885795593
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