PORT Hill and Moment Estimators for Heavy-Tailed Models
In this article, we use the peaks over random threshold (PORT)-methodology, and consider Hill and moment PORT-classes of extreme value index estimators. These classes of estimators are invariant not only to changes in scale, like the classical Hill and moment estimators, but also to changes in locat...
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| Outros Autores: | , |
| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2020
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| Assuntos: | |
| Texto completo: | http://hdl.handle.net/10400.15/2992 |
| País: | Portugal |
| Oai: | oai:repositorio.ipsantarem.pt:10400.15/2992 |