Asymptotic Distribution of an Extreme Value Index Estimator Based on the Scaled Log-spacings

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Statistics and Risk Management

Proceedings Paper
Caeiro,F;Gomes,MI;Simos,TE;Psihoyios,G;Tsitouras,C;Anastassi,Z
NUMERICAL ANALYSIS AND APPLIED MATHEMATICS ICNAAM 2011: INTERNATIONAL CONFERENCE ON NUMERICAL ANALYSIS AND APPLIED MATHEMATICS, VOLS A-C
International Conference on Numerical Analysis and Applied Mathematics (ICNAAM)
AIP Conference Proceedings
2011
1389

1467-1470
10.1063/1.3637901

Asymptotic Distribution of an Extreme Value Index Estimator Based on the Scaled Log-spacings

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