Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions

Extremes

Volumn 11, Issue 1, 2008, Pages 3-34

  Gomes, M Ivette ^a   Canto E Castro, Luísa ^a   Fraga Alves, M Isabel ^a   Pestana, Dinis ^a  

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

Author keywords

Extreme value index; Parametric and semi parametric estimation; Statistics of extremes

Indexed keywords

EID: 40749089607     PISSN: 13861999     EISSN: 1572915X     Source Type: Journal    
DOI: 10.1007/s10687-007-0048-9     Document Type: Article

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