A Location Invariant Hill-Type Estimator
By M. I. Fraga Alves. 2001
47 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/9fe18c916681130c3a997ba54bfc9669a8544b72
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In Economics and Econometrics
In Finance
Citations in the corpus
- A Review of Extreme Value Threshold Estimation and Uncertainty Quantification (2012, background): “The Hill estimator is not shift invariant, although invariant estimators have been proposed by Fraga Alves (2001), Drees (1995, 1998) and Pereira (1994).”