Comparison of estimation methods in extreme value theory

Communications in Statistics - Theory and Methods

Volumn 25, Issue 4, 1996, Pages 759-773

  Rosen, Ori ^a   Weissman, Ishay ^a  

^a TECHNION ISRAEL INSTITUTE OF TECHNOLOGY   (Israel)

Author keywords

Extreme value index; Large quantiles; Monte Carlo simulation

Indexed keywords

EID: 0001334844     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1080/03610929608831730     Document Type: Article

References (17)

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