Reduced-Bias Location-Invariant Extreme Value Index Estimation: A Simulation Study
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Publication:3015856
DOI10.1080/03610918.2010.543297zbMath1217.62040MaRDI QIDQ3015856
M. Ivette Gomes, Lígia Henriques-Rodrigues, M. Cristina Miranda
Publication date: 13 July 2011
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2010.543297
tables; heuristics; bias reduction; statistics of extremes; adaptive choice; semi-parametric location/scale invariant estimation
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