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 journalJournal articleResearchpeer-review

Original languageEnglish
JournalCommunications in Statistics: Theory and Methods
Volume41
Pages (from-to)3575-3607
ISSN0361-0926
DOIs
Publication statusPublished - 2012

Cite this

@article{94970c83875c47da9e026107945282b5,
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",

}

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

In: Communications in Statistics: Theory and Methods, Vol. 41, 2012, p. 3575-3607.

Research output: Contribution to journalJournal articleResearchpeer-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

Y1 - 2012

U2 - 10.1080/03610926.2011.564738

DO - 10.1080/03610926.2011.564738

M3 - Journal article

VL - 41

SP - 3575

EP - 3607

JO - Communications in Statistics: Theory and Methods

JF - Communications in Statistics: Theory and Methods

SN - 0361-0926

ER -