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  3. Weighted least squares estimation of the extreme value index

Weighted least squares estimation of the extreme value index

Details
Official URL
http://dx.doi.org/10.1016/j.spl.2005.10.025
Publisher DOI
10.1016/j.spl.2005.10.025
Date Issued
2006
Publication Type
Article
Language(s)
en
Author(s)
Hüsler, Jürg  
Institut für Mathematische Statistik und Versicherungslehre (IMSV)  
Li, Deyuan  
Institut für Mathematische Statistik und Versicherungslehre (IMSV)  
Müller, Samuel
Additional Credits
Institut für Mathematische Statistik und Versicherungslehre (IMSV)  
Journal
Statistics & probability letters
Publisher
North-Holland
ISSN
0167-7152
Access(Rights)
metadata.only
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