Kernel estimators for the second order parameter in extreme value statistics

Journal of Statistical Planning and Inference

Volumn 140, Issue 9, 2010, Pages 2632-2652

  Goegebeur, Yuri ^a   Beirlant, Jan ^b   de Wet, Tertius ^c  

^a UNIVERSITY OF SOUTHERN DENMARK   (Denmark)

^b Katholieke Universiteit Leuven   (Belgium)

^c STELLENBOSCH UNIVERSITY   (South Africa)

Author keywords

Extreme value statistics; Kernel statistic; Pareto type model; Second order parameter

Indexed keywords

EID: 77952550665     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2010.03.029     Document Type: Article

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