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

Yuri Goegebeur, Tertius de Wet

Research output: Contribution to journal › Journal article › Research › peer-review

Original language	English
Journal	Communications in Statistics - Theory and Methods
Volume	41
Pages (from-to)	3575-3607
ISSN	0361-0926
DOIs	https://doi.org/10.1080/03610926.2011.564738
Publication status	Published - 2012

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

author = "Yuri Goegebeur and {de Wet}, Tertius",

year = "2012",

doi = "10.1080/03610926.2011.564738",

language = "English",

volume = "41",

pages = "3575--3607",

journal = "Communications in Statistics - Theory and Methods",

issn = "0361-0926",

publisher = "Taylor & Francis",

}

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

Y1 - 2012

U2 - 10.1080/03610926.2011.564738

DO - 10.1080/03610926.2011.564738

M3 - Journal article

SN - 0361-0926

VL - 41

SP - 3575

EP - 3607

JO - Communications in Statistics - Theory and Methods

JF - Communications in Statistics - Theory and Methods

ER -