Asymptotically unbiased estimators for the extreme-value index

Statistics and Probability Letters

Volumn 38, Issue 2, 1998, Pages 107-115

  Peng, L ^a  

^a ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

Author keywords

Extreme value index; Hill estimator; Pickands' estimator

Indexed keywords

EID: 0032087519     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0167-7152(97)00160-0     Document Type: Article

References (20)

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