Maximum likelihood estimation of extreme value index for irregular cases

Journal of Statistical Planning and Inference

Volumn 139, Issue 9, 2009, Pages 3361-3376

  Peng, Liang ^a   Qi, Yongcheng ^b  

^a GEORGIA INSTITUTE OF TECHNOLOGY   (United States)

^b UNIVERSITY OF MINNESOTA DULUTH   (United States)

Author keywords

Endpoint; Extreme value index; Generalized Pareto distribution; Stable law

Indexed keywords

EID: 67349089264     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2009.03.012     Document Type: Article

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