Asymptotically unbiased estimators for the extreme-value index
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Publication:449915
DOI10.1016/S0167-7152(97)00160-0zbMath1246.62129MaRDI QIDQ449915
Publication date: 2 September 2012
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
62G20: Asymptotic properties of nonparametric inference
62G05: Nonparametric estimation
62G30: Order statistics; empirical distribution functions
62G32: Statistics of extreme values; tail inference
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