Reduced-bias location-invariant extreme value index estimation: A simulation study

Communications in Statistics: Simulation and Computation

Volumn 40, Issue 3, 2011, Pages 424-447

  Gomes, M Ivette ^a   Henriques Rodrigues, Lígia ^b   Miranda, M Cristina ^c  

^a UNIVERSITY OF LISBON   (Portugal)

^b INSTITUTO POLITÉCNICO DE TOMAR   (Portugal)

^c UNIVERSITY OF AVEIRO   (Portugal)

Author keywords

Adaptive choice; Bias reduction; Extreme value index; Heuristics; Semi parametric location scale invariant estimation; Statistics of extremes

Indexed keywords

ADAPTIVE CHOICE; BIAS REDUCTION; EXTREME VALUE INDEX; HEURISTICS; SEMIPARAMETRIC; STATISTICS OF EXTREMES;

HEURISTIC ALGORITHMS;

PARAMETER ESTIMATION;

EID: 79751471276     PISSN: 03610918     EISSN: 15324141     Source Type: Journal    
DOI: 10.1080/03610918.2010.543297     Document Type: Article

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