Asymptotic comparison at optimal levels of reduced-bias extreme value index estimators

Statistica Neerlandica

Volumn 65, Issue 4, 2011, Pages 462-488

  Caeiro, Frederico ^a   Gomes, M Ivette ^b  

^a UNIVERSIDADE NOVA DE LISBOA   (Portugal)

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

Author keywords

Bias estimation; Heavy tails; Optimal levels; Semi parametric estimation; Statistics of extremes

Indexed keywords

EID: 84859838992     PISSN: 00390402     EISSN: 14679574     Source Type: Journal    
DOI: 10.1111/j.1467-9574.2011.00495.x     Document Type: Article

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