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A Moment Estimator for the Index of an Extreme-Value Distri..:
Dekkers, A. L. M.
;
Einmahl, J. H. J.
;
De Haan, L.
The Annals of Statistics. 17 (1989) 4 - p. 1833-1855 , 1989
Link:
https://www.jstor.org/stable/2241667
RT Journal T1
A Moment Estimator for the Index of an Extreme-Value Distribution
UL https://suche.suub.uni-bremen.de/peid=jstor-2241667&Exemplar=1&LAN=DE A1 Dekkers, A. L. M. A1 Einmahl, J. H. J. A1 De Haan, L. PB Institute of Mathematical Statistics YR 1989 SN 0090-5364 K1 Extreme-value theory K1 parameter estimation K1 Mathematics K1 Applied mathematics K1 Statistics K1 Applied statistics K1 Inferential statistics K1 Statistical estimation K1 Estimation methods K1 Estimators K1 Descriptive statistics K1 Statistical distributions K1 Distribution functions K1 Statistical theories K1 Statistical results K1 Statistical properties K1 Estimate reliability K1 Confidence interval K1 Measures of variability K1 Statistical variance K1 Pure mathematics K1 Geometry K1 Geometric shapes K1 Curves K1 Asymptotes K1 Asymptotic value K1 Estimators of variance K1 Estimators for the mean K1 Mathematical expressions K1 Mathematical functions K1 Transcendental functions K1 Logarithms K1 Probability theory JF The Annals of Statistics VO 17 IS 4 SP 1833 OP 1855 LK http://dx.doi.org/https://www.jstor.org/stable/2241667 DO https://www.jstor.org/stable/2241667 SF ELIB - SuUB Bremen
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