Maximum Likelihood revisited under a semi-parametric context - Estimation of the tail index

Journal of Statistical Computation and Simulation

Volumn 73, Issue 4, 2003, Pages 285-301

  Gomes, M Ivette ^a   Oliveira, Orlando ^a  

^a Center of Statistics Applications of Lisbon University CEAUL   (Portugal)

Author keywords

Censoring; Maximum likelihood estimation; Paretian excesses; Semi parametric estimation; Statistical theory of extremes

Indexed keywords

EID: 0037381378     PISSN: 00949655     EISSN: None     Source Type: Journal    
DOI: 10.1080/0094965021000038931     Document Type: Article

References (19)

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