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Communications in Statistics - Theory and Methods Volume 48, 2019 - Issue 5
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Original Articles

A location-invariant non-positive moment-type estimator of the extreme value index

Chuandi LiuSchool of Mathematics and Statistics, Southwest University, Chongqing, ChinaView further author information
&
Chengxiu LingSchool of Mathematics and Statistics, Southwest University, Chongqing, China;Department of Actuarial Science, University of Lausanne, Chamberonne, Lausanne, SwitzerlandCorrespondence[email protected]
View further author information
Pages 1166-1176 | Received 03 Dec 2016, Accepted 02 Jan 2018, Published online: 01 Mar 2018

References

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