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: Book/Report/Inaugural speech/Farewell speech › Report › Academic

Series	Econometric Institute
Volume	2000-18/B

Research programs

@book{311bbb7d09a94fa8b3c3606f3a7e0254,

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 = "2000",

language = "Undefined/Unknown",

series = "Econometric Institute",

edition = "Econometric Institute 2000-18/B",

}