Matias Heikkilä, Yves Dominicy, Pauliina Ilmonen. Multivariate moment based extreme value index estimators. Comput. Stat., 32(4):1481-1513, 2017. [doi]
@article{HeikkilaDI17,
title = {Multivariate moment based extreme value index estimators},
author = {Matias Heikkilä and Yves Dominicy and Pauliina Ilmonen},
year = {2017},
doi = {10.1007/s00180-016-0706-y},
url = {https://doi.org/10.1007/s00180-016-0706-y},
researchr = {https://researchr.org/publication/HeikkilaDI17},
cites = {0},
citedby = {0},
journal = {Comput. Stat.},
volume = {32},
number = {4},
pages = {1481-1513},
}