Generalized Pickands estimators for the extreme value index

Journal of Statistical Planning and Inference

Volumn 128, Issue 2, 2005, Pages 381-396

  Segers, Johan ^a,b  

^a TILBURG UNIVERSITY   (Netherlands)

^b UNIVERSITY OF LEUVEN   (Belgium)

Author keywords

Extreme value index; Generalized Pareto distribution; Pickands estimator; Second order regular variation; Tail quantile function; Threshold exceedances

Indexed keywords

EID: 8644283685     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2003.11.004     Document Type: Article

References (19)

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