Weighted least squares estimation of the extreme value index

J. Husler, D. Li, S. Mueller

Research output: Contribution to journal › Article › peer-review

5 Citations (Scopus)

Abstract

Original language	English
Pages (from-to)	920-930
Journal	Statistics & Probability Letters
Volume	76
DOIs	https://doi.org/10.1016/j.spl.2005.10.025
Publication status	Published - 2006

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title = "Weighted least squares estimation of the extreme value index",

author = "J. Husler and D. Li and S. Mueller",

year = "2006",

doi = "10.1016/j.spl.2005.10.025",

language = "English",

volume = "76",

pages = "920--930",

journal = "Statistics & Probability Letters",

issn = "0167-7152",

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TY - JOUR

T1 - Weighted least squares estimation of the extreme value index

AU - Husler, J.

AU - Li, D.

AU - Mueller, S.

PY - 2006

Y1 - 2006

U2 - 10.1016/j.spl.2005.10.025

DO - 10.1016/j.spl.2005.10.025

M3 - Article

VL - 76

SP - 920

EP - 930

JO - Statistics & Probability Letters

JF - Statistics & Probability Letters

SN - 0167-7152

ER -