Frederico Caeiro, M. Ivette Gomes, Lígia Henriques-Rodrigues. A location-invariant probability weighted moment estimation of the Extreme Value Index. Int. J. Comput. Math., 93(4):676-695, 2016. [doi]
@article{CaeiroGH16,
title = {A location-invariant probability weighted moment estimation of the Extreme Value Index},
author = {Frederico Caeiro and M. Ivette Gomes and Lígia Henriques-Rodrigues},
year = {2016},
doi = {10.1080/00207160.2014.975217},
url = {http://dx.doi.org/10.1080/00207160.2014.975217},
researchr = {https://researchr.org/publication/CaeiroGH16},
cites = {0},
citedby = {0},
journal = {Int. J. Comput. Math.},
volume = {93},
number = {4},
pages = {676-695},
}