Estimation of the extreme-value index and generalized quantile plots

DOI10.3150/bj/1137421635zbMath1123.62034OpenAlexW2054319943MaRDI QIDQ850714

Armelle Guillou, Jan Beirlant, Goedele Dierckx

Publication date: 6 November 2006

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1137421635

zbMATH Keywords

mean squared errorleast squaresbiasextreme-value indexquantile plots

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Statistics of extreme values; tail inference (62G32)

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