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...
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| Outros Autores: | , |
| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2019
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| Assuntos: | |
| Texto completo: | http://hdl.handle.net/10773/26676 |
| País: | Portugal |
| Oai: | oai:ria.ua.pt:10773/26676 |