Kernel-type estimators for the extreme value index

Annals of Statistics

Volumn 31, Issue 6, 2003, Pages 1956-1995

  Groeneboom, P ^a   Lopuhaa H P ^a   De Wolf, P P ^b  

^a DELFT UNIVERSITY OF TECHNOLOGY   (Netherlands)

^b STATISTICS NETHERLANDS   (Netherlands)

Author keywords

Adaptive estimation; Extreme value index; Second order parameter estimation

Indexed keywords

EID: 1442308353     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1074290333     Document Type: Article

References (26)

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