1989
A moment estimator for the index of an extreme-value distribution
Publication
Publication
Annals of Statistics , Volume 17 - Issue 4 p. 1833- 1855
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Annals of Statistics | |
Dekkers, A. L. M., Einmahl, J. H. J., & de Haan, L. (1989). A moment estimator for the index of an extreme-value distribution. Annals of Statistics, 17(4), 1833–1855. |