Weiss-Hill estimator

Autor:	Maria Isabel Fraga ALves
Rok vydání:	2001
Předmět:	Statistics and Probability Delta method Minimum-variance unbiased estimator Efficient estimator Bias of an estimator Stein's unbiased risk estimate Statistics Consistent estimator Applied mathematics Estimator Trimmed estimator Statistics Probability and Uncertainty Mathematics
Zdroj:	Scopus-Elsevier
ISSN:	1863-8260 1133-0686
DOI:	10.1007/bf02595832
Popis:	In this paper the asymptotic distributional behaviour is derived for a new estimator for the extreme value index γ of distribution, which is a combination of two estimators proposed by Weiss and Hill (Weiss, 1971, and Hill, 1975). For \|γ\|>1/2, the estimator outperforms the Moment estimator (Dekkers and al., 1989). in the sense that it has a smaller asymptotic variance than the latter; moreover, for γ>1/2 (γ
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9a291044cd1f554de2adcd118f16a74e https://doi.org/10.1007/bf02595832 Zobrazit plný text záznamu Full text from SpringerLink