Asymptotic comparison at optimal levels of reduced-bias extreme value index estimators

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@article{11f30354c138406e82377c291f6ed182,

title = "Asymptotic comparison at optimal levels of reduced-bias extreme value index estimators",

keywords = "bias estimation, semi-parametric estimation, heavy tails, statistics of extremes, optimal levels",

author = "Caeiro, \{Frederico Almeida Gi{\~a}o Gon{\c c}alves\}",

year = "2011",

month = jan,

day = "1",

doi = "10.1111/j.1467-9574.2011.00495.x",

language = "Unknown",

volume = "65",

pages = "462--488",

journal = "Statistica Neerlandica",

issn = "0039-0402",

publisher = "Blackwell Publishing Ltd",

number = "4",

}

TY - JOUR

T1 - Asymptotic comparison at optimal levels of reduced-bias extreme value index estimators

AU - Caeiro, Frederico Almeida Gião Gonçalves

PY - 2011/1/1

Y1 - 2011/1/1

KW - bias estimation

KW - semi-parametric estimation

KW - heavy tails

KW - statistics of extremes

KW - optimal levels

U2 - 10.1111/j.1467-9574.2011.00495.x

DO - 10.1111/j.1467-9574.2011.00495.x

M3 - Article

SN - 0039-0402

VL - 65

SP - 462

EP - 488

JO - Statistica Neerlandica

JF - Statistica Neerlandica

IS - 4

ER -