IMPROVING SECOND ORDER REDUCED BIAS EXTREME VALUE INDEX ESTIMATION

By M. Ivette Gomes, M. JoMartins, M. Neves. 2007

73 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/034d756bad00e823505f5bc1f16d79ca0043d96d

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. M. Charras-Garrido
2. Pascal Lezaud
3. A. Joulin

Citations in the corpus

• Extreme Value Analysis: an Introduction (2013, methodology): “Gomes et al. (2007) build on this approach and propose an external estimation of both β and ρ by maximum likelihood both using a sample fraction k 1 larger than the sample fraction k used to estimate γ , also by maximum likelihood.”
• Bias correction in extreme value statistics with index around zero (2013, unknown): “(1998), Caeiro and Gomes (2002), Gomes and Martins (2002, 2004), Gomes et al. (2000, 2002, 2004, 2005, 2007).”