A class of distribution functions with less bias in extreme value estimation

Statistics and Probability Letters

Volumn 76, Issue 15, 2006, Pages 1617-1624

  de Haan, Laurens ^a,b   Canto e Castro, Luisa ^c  

^a ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

^b UNIVERSITY OF LISBON   (Portugal)

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

Author keywords

Extreme value index estimation; Second order condition; Tail quantile process

Indexed keywords

EID: 33745823119     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2006.04.004     Document Type: Article

References (10)

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