On the Selection of the Tuning Parameter of a Moment Estimator of the Extreme Value Index

NOVA Math > NOVA Math > NOVA Math Publications > On the Selection of the Tuning Parameter of a Moment Estimator of the Extreme Value Index

NOVA Math Publications

Statistics and Risk Management

Proceedings Paper
Caeiro,F;Ivette Gomes,MI
11TH INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS 2013, PTS 1 AND 2 (ICNAAM 2013)
11th International Conference of Numerical Analysis and Applied Mathematics (ICNAAM)
AIP Conference Proceedings
2013
1558

801-804
10.1063/1.4825616

On the Selection of the Tuning Parameter of a Moment Estimator of the Extreme Value Index

Contacts

Links