Quantification of estimation instability and its application to threshold selection in extremes

Files
berning_quantification_2015.pdf(225.44 KB)
Date
2015-03
Authors
Berning, Thomas L.
Journal Title
Journal ISSN
Volume Title
Publisher
South African Statistical Association
Abstract
Description
Berning, T.L. 2015. Quantification of estimation instability and its application to threshold selection in extremes. South African Statistics Journal, 49(1):1-25.
Keywords
Extreme value index, Extreme value theory, Estimation theory, Estimation instability, Threshold selection, Bias-reduced estimator
Citation
Berning, T.L. 2015. Quantification of estimation instability and its application to threshold selection in extremes. South African Statistics Journal, 49(1):1-25.
URI
http://hdl.handle.net/10019.1/96585
Collections
Research Articles (Statistics and Actuarial Science)