Estimation of the extreme-value index and generalized quantile plots

Bernoulli

Volumn 11, Issue 6, 2005, Pages 949-970

  Beirlant, J ^a   Dierckx, G ^a   Guillou, A ^b  

^a UNIVERSITY OF LEUVEN   (Belgium)

^b SORBONNE UNIVERSITÉ   (France)

Author keywords

Bias; Extreme value index; Least squares; Mean squared error; Quantile plots

Indexed keywords

EID: 33947428670     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/bj/1137421635     Document Type: Article

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