A general class of estimators of the extreme value index
Author/Authors :
Holger Drees، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1998
Pages :
18
From page :
95
To page :
112
Keywords :
Extreme value distribution , Extreme value index , Statistical tail functional , Empiricaltail quantile function , Hadamard differentiability , Location invariance , Adaptive estimator
