Comparison of Asymptotically Unbiased Extreme Value Index estimators: a Monte Carlo Simulation Study

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NOVA Math Publications

Statistics and Risk Management

Proceedings Paper
Caeiro,F;Gomes,MI
INTERNATIONAL CONFERENCE OF COMPUTATIONAL METHODS IN SCIENCES AND ENGINEERING 2014 (ICCMSE 2014)
International Conference of Computational Methods in Sciences and Engineering 2014 (ICCMSE)
AIP Conference Proceedings
2014
1618

551-554
10.1063/1.4897797

Comparison of Asymptotically Unbiased Extreme Value Index estimators: a Monte Carlo Simulation Study

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