How Can Non-invariant Statistics Work in Our Benefit in the Semi-parametric Estimation of Parameters of Rare Events

Communications in Statistics Part B: Simulation and Computation

Volumn 32, Issue 4, 2003, Pages 1005-1028

  Ivette Gomes, M ^a   Oliveira, Orlando ^a  

^a UNIVERSITY OF LISBON   (Portugal)

Author keywords

Non invariant tall index estimators; Semi parametric estimation; Statistical theory of extremes

Indexed keywords

EID: 0242319702     PISSN: 03610918     EISSN: None     Source Type: Journal    
DOI: 10.1081/SAC-120023875     Document Type: Article

References (16)