A Log Probability Weighted Moment Estimator of Extreme Quantiles

DOI10.1007/978-3-319-18029-8_22zbMath1329.62223arXiv1401.3383OpenAlexW2097652991MaRDI QIDQ3459684

Dora Prata Gomes, Frederico Caeiro

Publication date: 11 January 2016

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1401.3383

zbMATH Keywords

extreme value indexstatistics of extremesextreme quantilelog probability weighted momentoptimal level

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32)

Cites Work

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