Reduced-bias location-invariant extreme value index estimation: a simulation study

In this article, we deal with semi-parametric corrected-bias estimation of a positive extreme value index (EVI), the primary parameter in statistics of extremes. Under such a context, the classical EVI-estimators are the Hill estimators, based on any intermediate number k of top-order statistics. Bu...

Full description

Bibliographic Details
Main Author: Gomes, M. Ivette (author)
Other Authors: Henriques-Rodrigues, Lígia (author), Miranda, M. Cristina (author)
Format: article
Language:eng
Published: 2019
Subjects:
Adaptive choice
Bias reduction
Extreme value index
Heuristics
Semi-parametric location/scale invariant estimation
Statistics of extremes
Online Access:http://hdl.handle.net/10773/26676
Country:Portugal
Oai:oai:ria.ua.pt:10773/26676

Internet

http://hdl.handle.net/10773/26676

Similar Items