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A simple class of reduced bias kernel estimators of extreme value parameters

  • Published:2019-04-30 Issue:3 Volume:1 Page:e1025
  • ISSN:2577-7408
  • Container-title:Computational and Mathematical Methods
  • language:en
  • Short-container-title:Comp and Math Methods

Author:

Caeiro Frederico12ORCID,Henriques‐Rodrigues Lígia34ORCID,Prata Gomes Dora12ORCID

Affiliation:

1. Faculdade de Ciências e Tecnologia (FCT)Universidade NOVA de Lisboa Caparica Portugal

2. Centro de Matemática e Aplicações (CMA)Universidade NOVA de Lisboa Caparica Portugal

3. Instituto de Matemática e EstatísticaUniversity of São Paulo Rua do Matão Brazil

4. Centro de Estatística e AplicaçõesUniversidade de Lisboa (CEAUL) Lisboa Portugal

Funder

Fundação para a Ciência e a Tecnologia

Publisher

Wiley

Subject

Community and Home Care

Reference45 articles.

1. An overview and open research topics in statistics of univariate extremes;Beirlant J;Revstat,2012

2. Statistics of Extremes

3. Mean-of-order p reduced-bias extreme value index estimation under a third-order framework

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