Non-regular Frameworks and the Mean-of-Order p Extreme Value Index Estimation
Most of the estimators of parameters of rare and large events, among which we dis- tinguish the extreme value index (EVI) for maxima, one of the primary parameters in statistical extreme value theory, are averages of statistics, based on the k upper observations. They can thus be regarded as the log...
Autor principal: | |
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Outros Autores: | , |
Formato: | article |
Idioma: | eng |
Publicado em: |
2022
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Assuntos: | |
Texto completo: | http://hdl.handle.net/10174/33017 http://hdl.handle.net/10174/33017 |
País: | Portugal |
Oai: | oai:dspace.uevora.pt:10174/33017 |