Estimation of the third-order parameter in extreme value statistics

Yuri Goegebeur () and Tertius de Wet ()

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2012, vol. 21, issue 2, 330-354

Keywords: Pareto-type distribution; Third-order parameter; Fourth-order condition; 62G20; 62G30; 62G32 (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1007/s11749-011-0246-2

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