A Simulation Study on the Performance of Extreme-Value Index Estimators and Proposed Robustifying Modifications
Year of publication: |
2001
|
---|---|
Authors: | Tsourti, Zoi ; Panaretos, John |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Extreme value index | Semi-parametric estimation | Smoothing modification |
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