Adaptive PORT-MVRB Estimation of the Extreme Value Index
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Publication:4644978
DOI10.1007/978-3-642-32419-2_13zbMath1407.62415MaRDI QIDQ4644978
M. Ivette Gomes, Lígia Henriques-Rodrigues
Publication date: 9 January 2019
Published in: Recent Developments in Modeling and Applications in Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-32419-2_13
estimation; extreme value index; control real parameter; environmental data of a bootstrap algorithm; extreme value index (EVI); peaks over random threshold minimum-variance reduced-bias (PORT-MVRB); PORT-MVRB estimation; tuning parameter \(k\)
62P12: Applications of statistics to environmental and related topics
62F10: Point estimation
60G70: Extreme value theory; extremal stochastic processes