Local polynomial maximum likelihood estimation for Pareto-type distributions

Journal of Multivariate Analysis

Volumn 89, Issue 1, 2004, Pages 97-118

  Beirlant, Jan ^a   Goegebeur, Yuri ^a  

^a UNIVERSITY OF LEUVEN   (Belgium)

Author keywords

Extreme value index; Generalized Pareto distribution; Local polynomial maximum likelihood estimation

Indexed keywords

EID: 1442331022     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0047-259X(03)00125-8     Document Type: Article

References (22)

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