Asymptotic expansions for the location invariant moment-type estimator
DOI10.1016/J.MATCOM.2009.12.002zbMATH Open1183.62084OpenAlexW1994506047MaRDI QIDQ2270461FDOQ2270461
Authors: Miaomiao Liu, Zuoxiang Peng, Saralees Nadarajah 
Publication date: 18 March 2010
Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.matcom.2009.12.002
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- On the estimation of the extreme-value index and large quantile estimation
- A location invariant Hill-type estimator
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- A location invariant moment-type estimator. I.
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- Asymptotic expansion for distribution function of moment estimator for the extreme-value index.
Cited In (5)
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