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...

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Detalhes bibliográficos
Autor principal: Gomes, M. Ivette (author)
Outros Autores: Henriques-Rodrigues, Lígia (author), Pestana, Dinis (author)
Formato: article
Idioma:eng
Publicado em: 2022
Assuntos:
Texto completo:http://hdl.handle.net/10174/33017
http://hdl.handle.net/10174/33017
País:Portugal
Oai:oai:dspace.uevora.pt:10174/33017