Local Estimation of the Second-Order Parameter in Extreme Value Statistics and Local Unbiased Estimation of the Tail Index

Date
2012
Authors
Goegebeur Y
De Wet T
Journal Title
Journal ISSN
Volume Title
Publisher
MARCEL DEKKER INC, 270 MADISON AVE, NEW YORK, USA, NY, 10016
Abstract
Description
Ekonomiese En Bestuurswetenskappe
Statistiek & Aktuariele Wetenskap
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Keywords
Citation
Communications in Statistics-Theory and Methods