Minimum-variance reduced-bias estimation of the extreme value index: A theoretical and empirical study

Frederico Caeiro, LĂ­gia Henriques-Rodrigues, M. Ivette Gomes, Ivanilda Cabral. Minimum-variance reduced-bias estimation of the extreme value index: A theoretical and empirical study. Comput. Math. Methods, 2(4), 2020. [doi]

Abstract

Abstract is missing.