A location invariant moment-type estimator. II.

zbMATH Open1193.62053MaRDI QIDQ5325307FDOQ5325307

Saralees Nadarajah, Zuoxiang Peng, Chengxiu Ling

Publication date: 8 August 2009

Full work available at URL: http://www.ams.org/tpms/2008-77-00/S0094-9000-09-00756-X/home.html

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zbMATH Keywords

extreme value indexorder statisticsregular varying functionslocation invariant propertymoment estimation, strong and weak consistency

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20)

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• A location invariant Hill-type estimator
• A class of unbiased location invariant Hill-type estimators for heavy tailed distributions
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• A location-invariant non-positive moment-type estimator of the extreme value index
• A class of location invariant estimators for heavy tailed distributions
• Moment-based tail index estimation

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