An Estimator for the Extreme-Value Index Finance

被引：0

|

作者：

Draisma, G.

De Haan, L.

机构：

来源：

Communications in Statistics. Part A: Theory and Methods | 1996年 / 25卷 / 04期

关键词：

D O I：

暂无

中图分类号：

学科分类号：

摘要：

引用

收藏

相关论文

共 50 条

[1] An estimator for the extreme-value index
Draisma, G
deHaan, L
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1996, 25 (04) : 685 - 694
[2] A MOMENT ESTIMATOR FOR THE INDEX OF AN EXTREME-VALUE DISTRIBUTION
DEKKERS, ALM
EINMAHL, JHJ
DEHAAN, L
[J]. ANNALS OF STATISTICS, 1989, 17 (04): : 1833 - 1855
[3] A moment estimator for the conditional extreme-value index
Stupfler, Gilles
[J]. ELECTRONIC JOURNAL OF STATISTICS, 2013, 7 : 2298 - 2343
[4] Asymptotic distribution of a Pickands-type estimator of the extreme-value index
Gardes, L
Girard, S
[J]. COMPTES RENDUS MATHEMATIQUE, 2005, 341 (01) : 53 - 58
[5] Asymptotic expansion for distribution function of moment estimator for the extreme-value index
潘家柱
程士宏
[J]. Science in China,SerA., 2000, Ser.A.2000 (11) : 1131 - 1143
[6] Asymptotic expansion for distribution function of moment estimator for the extreme-value index
Pan, JZ
Cheng, SH
[J]. SCIENCE IN CHINA SERIES A-MATHEMATICS, 2000, 43 (11): : 1131 - 1143
[7] Asymptotic expansion for distribution function of moment estimator for the extreme-value index
Jiazhu Pan
Shihong Cheng
[J]. Science in China Series A: Mathematics, 2000, 43 : 1131 - 1143
[8] Asymptotic expansion for distribution function of moment estimator for the extreme-value index
Pan, Jiazhu
Cheng, Shihong
[J]. Science in China, Series A: Mathematics, Physics, Astronomy, 2000, 43 (11): : 1131 - 1143
[9] Asymptotic expansion for distribution function of moment estimator for the extreme-value index
潘家柱
程士宏
[J]. Science China Mathematics, 2000, (11) : 1131 - 1143
[10] On the maximum likelihood estimator for the Generalized Extreme-Value distribution
Buecher, Axel
Segers, Johan
[J]. EXTREMES, 2017, 20 (04) : 839 - 872

← 1 2 3 4 5 →