Generalized jackknife-based estimators for univariate extreme-value modeling

Communications in Statistics - Theory and Methods

Volumn 42, Issue 7, 2013, Pages 1227-1245

  Gomes, M Ivette ^a   Martins, M João ^b   Neves, M Manuela ^a  

^a UNIVERSITY OF LISBON   (Portugal)

^b INSTITUTO SUPERIOR DE AGRONOMIA   (Portugal)

Author keywords

Bias reduction; Extreme value index; Generalized jackknife; Semi parametric estimation; Statistics of extremes

Indexed keywords

BIAS REDUCTION; EXTREME VALUE INDEX; GENERALIZED JACKKNIFE; SEMI PARAMETRIC ESTIMATION; STATISTICS OF EXTREMES;

ESTIMATION;

PARAMETER ESTIMATION;

EID: 84877938431     PISSN: 03610926     EISSN: 1532415X     Source Type: Journal    
DOI: 10.1080/03610926.2012.725263     Document Type: Conference Paper

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