Frederico Caeiro

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A location invariant probability weighted moment EVI-estimator

Citation:
Caeiro, F., Gomes M. I., & Henriques-Rodrigues L. (2013).  A location invariant probability weighted moment EVI-estimator. : Notas e Comunicações do CEAUL 30/2013
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Recent Publications

  • Exact and Approximate Probabilities for the Null Distribution of Bartels Randomness Test
  • Improving Asymptotically Unbiased Extreme Value Index Estimation
  • Reduced-bias kernel estimators of a positive extreme value index
  • A simple class of reduced bias kernel estimators of extreme value parameters
  • Empirical Power Study of the Jackson Exponentiality Test
  • Lehmer{'}s mean-of-order-p extreme value index estimation: a simulation study and applications
more
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