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Asymptotically optimal estimators for moments of change

โœ Scribed by H. V. Shurenkov

Publisher
Springer
Year
2006
Tongue
English
Weight
296 KB
Volume
58
Category
Article
ISSN
0041-5995

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In this paper, based on moment-type and location invariant Hill estimators, a new kind of location invariant moment-type extreme value index estimator is proposed. The weak and strong consistency of the estimator are discussed. The asymptotic expansion of the estimator and its distribution are also