Mixed moment estimator and location invariant alternatives

Extremes

Volumn 12, Issue 2, 2009, Pages 149-185

  Fraga Alves, M Isabel ^a   Gomes, M Ivette ^a   De Haan, Laurens ^b,c,d   Neves, Cláudia ^e  

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

^b TILBURG UNIVERSITY   (Netherlands)

^c ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

^d UNIVERSITY OF LISBON   (Portugal)

^e UNIVERSITY OF AVEIRO   (Portugal)

Author keywords

Extreme value index; Semi parametric estimation; Statistics of extremes

Indexed keywords

EID: 67349213977     PISSN: 13861999     EISSN: 1572915X     Source Type: Journal    
DOI: 10.1007/s10687-008-0073-3     Document Type: Article

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