A bootstrap-based method to achieve optimality in estimating the extreme-value index

Gerrit Draisma, Laurens de Haan, L (Liang) Peng, TT Pereira

Research output: Contribution to journal › Article › Academic › peer-review

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@article{1a90066eb17b49ecbb0a90f73a683cff,

title = "A bootstrap-based method to achieve optimality in estimating the extreme-value index",

author = "Gerrit Draisma and {de Haan}, Laurens and Peng, {L (Liang)} and TT Pereira",

year = "1999",

language = "Undefined/Unknown",

volume = "2",

pages = "367--404",

journal = "Extremes",

issn = "1386-1999",

publisher = "Springer Netherlands",

number = "4",

}