Bias correction in extreme value statistics with index around zero

DOI10.1007/S10687-012-0158-XzbMath1266.62094OpenAlexW2132618155MaRDI QIDQ2375844

Chen Zhou, Juan-Juan Cai, Laurens De Haan

Publication date: 25 June 2013

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-012-0158-x

zbMATH Keywords

extreme value indexendpoint estimationbias correctionprobability weighted moment estimatorhigh quantile estimation

Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12) Statistics of extreme values; tail inference (62G32)

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