A local moment type estimator for the extreme value index in regression with random covariates

Yuri Goegebeur, Armelle Guillou, Michael Osmann

Research output: Contribution to journalJournal articleResearchpeer-review

Original languageEnglish
JournalCanadian Journal of Statistics
Volume42
Issue number3
Pages (from-to)487-507
ISSN0319-5724
DOIs
Publication statusPublished - 2014

Cite this

@article{32db85774b104f96a400b85e73dfc69e,
title = "A local moment type estimator for the extreme value index in regression with random covariates",
author = "Yuri Goegebeur and Armelle Guillou and Michael Osmann",
year = "2014",
doi = "10.1002/cjs.11219",
language = "English",
volume = "42",
pages = "487--507",
journal = "Canadian Journal of Statistics",
issn = "0319-5724",
publisher = "Wiley",
number = "3",

}

A local moment type estimator for the extreme value index in regression with random covariates. / Goegebeur, Yuri; Guillou, Armelle; Osmann, Michael.

In: Canadian Journal of Statistics, Vol. 42, No. 3, 2014, p. 487-507.

Research output: Contribution to journalJournal articleResearchpeer-review

TY - JOUR

T1 - A local moment type estimator for the extreme value index in regression with random covariates

AU - Goegebeur, Yuri

AU - Guillou, Armelle

AU - Osmann, Michael

PY - 2014

Y1 - 2014

U2 - 10.1002/cjs.11219

DO - 10.1002/cjs.11219

M3 - Journal article

VL - 42

SP - 487

EP - 507

JO - Canadian Journal of Statistics

JF - Canadian Journal of Statistics

SN - 0319-5724

IS - 3

ER -