Estimators of the extreme-value index are based on a set of upper order statistics. When the number of upper-order statistics used in the estimation of the extreme-value index is small, the variance of the estimator will be large. On the other hand, the use of a large number of upper statistics will
Asymptotic expansion for distribution function of moment estimator for the extreme-value index
โ Scribed by Jiazhu Pan; Shihong Cheng
- Publisher
- SP Science China Press
- Year
- 2000
- Tongue
- English
- Weight
- 457 KB
- Volume
- 43
- Category
- Article
- ISSN
- 1674-7283
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