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)

Cited In (7)

• A location invariant Hill-type estimator
• A class of unbiased location invariant Hill-type estimators for heavy tailed distributions
• Asymptotic expansions for the location invariant moment-type estimator
• Title not available (Why is that?)
• Asymptotic normality of location invariant heavy tail index estimator
• A location-invariant non-positive moment-type estimator of the extreme value index
• A class of location invariant estimators for heavy tailed distributions

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