Location invariant Weiss-Hill estimator

Extremes

Volumn 15, Issue 2, 2012, Pages 197-230

  Ling, Chengxiu ^a   Peng, Zuoxiang ^b   Nadarajah, Saralees ^c  

^a UNIVERSITY OF LAUSANNE   (Switzerland)

^b SOUTHWEST UNIVERSITY   (China)

^c UNIVERSITY OF MANCHESTER   (United Kingdom)

Author keywords

Extreme value index; Location invariant; Mean squared error; Second order regular variation

Indexed keywords

EID: 84860618637     PISSN: 13861999     EISSN: 1572915X     Source Type: Journal    
DOI: 10.1007/s10687-011-0134-x     Document Type: Article

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