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Asymptotic comparison at optimal levels of reduced‐bias extreme value index estimators


  • Frederico Caeiro
  • M. Ivette Gomes


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  • Frederico Caeiro & M. Ivette Gomes, 2011. "Asymptotic comparison at optimal levels of reduced‐bias extreme value index estimators," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 65(4), pages 462-488, November.
  • Handle: RePEc:bla:stanee:v:65:y:2011:i:4:p:462-488
    DOI: j.1467-9574.2011.00495.x

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    Cited by:

    1. Gomes, M. Ivette & Brilhante, M. Fátima & Caeiro, Frederico & Pestana, Dinis, 2015. "A new partially reduced-bias mean-of-order p class of extreme value index estimators," Computational Statistics & Data Analysis, Elsevier, vol. 82(C), pages 223-237.

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