Weak properties and robustness of t-Hill estimators

Extremes

Volumn 19, Issue 4, 2016, Pages 591-626

  Jordanova, Pavlina ^a   Fabián, Zdeněk ^b   Hermann, Philipp ^c   Střelec, Luboš ^d   Rivera, Andrés ^e,f   Girard, Stéphane ^g   Torres, Sebastián ^g   Stehlík, Milan ^c,h  

^a SHUMEN UNIVERSITY   (Bulgaria)

^b INSTITUTE OF COMPUTER SCIENCE   (Czech Republic)

^c JOHANNES KEPLER UNIVERSITY LINZ   (Austria)

^d MENDEL UNIVERSITY IN BRNO   (Czech Republic)

^e CENTRO DE ESTUDIOS CIENTÍFICOS CECS   (Chile)

^f UNIVERSITY OF CHILE   (Chile)

^g INRIA RHÔNE ALPES   (France)

^h UNIVERSIDAD DE VALPARAÍSO   (Chile)

Author keywords

Asymptotic properties of estimators; Point estimation; t Hill estimator; t lgHill estimator

Indexed keywords

EID: 84976293899     PISSN: 13861999     EISSN: 1572915X     Source Type: Journal    
DOI: 10.1007/s10687-016-0256-2     Document Type: Article

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