PORT Hill and Moment Estimators for Heavy-Tailed Models
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Publication:3527760
DOI10.1080/03610910802050910zbMath1152.65016MaRDI QIDQ3527760
M. Ivette Gomes, M. Isabel Fraga Alves, Paulo Araújo Santos
Publication date: 30 September 2008
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610910802050910
Monte Carlo simulation; extreme value index; nonparametric estimation; statistics of extremes; tail inference; semi-parametric estimation; reduced-bias estimation; statistics of extreme values; sample of excesses
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