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A moment estimator for the index of an extreme-value distribution
Einmahl, J. H.J.
;
Dekkers, A. L.M.
;
de Haan, L.
-
Tilburg University, School of Economics and Management
-
1989
Persistent link: https://www.econbiz.de/10011087734
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2
Estimating the spectral measure of an extreme value distribution
J Einmahl, .H.
;
de Haan, L.
;
Sinha, A.
-
Tilburg University, School of Economics and Management
-
1997
Persistent link: https://www.econbiz.de/10011088034
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3
Estimating a multidimensional extreme-value distribution
Einmahl, J.H.J.
;
de Haan, L.
;
Xin, H.
-
Tilburg University, School of Economics and Management
-
1993
Persistent link: https://www.econbiz.de/10011088657
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