Estimation of the finite right endpoint in the Gumbel domain
Work
Year: 2014
Type: article
Abstract: A simple estimator for the finite right endpoint of a distribution function in the Gumbel maxdomain of attraction is proposed.Large sample properties such as consistency and the asymptotic distributio... more
Source: Statistica Sinica
Authors Isabel Fraga Alves, Cláudia Neves
Institutions University of Lisbon, University of Aveiro
Cites: 24
Cited by: 14
Related to: 10
FWCI: 1.453
Citation percentile (by year/subfield): 89.47
Subfield: Finance
Domain: Social Sciences
Open Access status: green