Local estimation of the second order parameter in extreme value statistics and local unbiased estimation of the tail index

Yuri Goegebeur, Tertius de Wet

Publikation: Bidrag til tidsskriftTidsskriftartikelForskningpeer review

OriginalsprogEngelsk
TidsskriftCommunications in Statistics: Theory and Methods
Vol/bind41
Sider (fra-til)3575-3607
ISSN0361-0926
DOI
StatusUdgivet - 2012

Citer dette

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title = "Local estimation of the second order parameter in extreme value statistics and local unbiased estimation of the tail index",
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Local estimation of the second order parameter in extreme value statistics and local unbiased estimation of the tail index. / Goegebeur, Yuri; de Wet, Tertius .

I: Communications in Statistics: Theory and Methods, Bind 41, 2012, s. 3575-3607.

Publikation: Bidrag til tidsskriftTidsskriftartikelForskningpeer review

TY - JOUR

T1 - Local estimation of the second order parameter in extreme value statistics and local unbiased estimation of the tail index

AU - Goegebeur, Yuri

AU - de Wet, Tertius

PY - 2012

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JO - Communications in Statistics: Theory and Methods

JF - Communications in Statistics: Theory and Methods

SN - 0361-0926

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