Extreme Value Inference for General Heterogeneous Data

Yi He and John Einmahl

No 2024-014, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: Endpoint estimation; extreme value statistics; hheterogeneous data extremes; moment estimator; monozygotic twins; weighted tail empirical process (search for similar items in EconPapers)
Date: 2024
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://repository.tilburguniversity.edu/bitstream ... bb9c7fcbeb4/download (application/pdf)

Related works:
Working Paper: Extreme Value Inference for General Heterogeneous Data (2022)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:tiu:tiucen:5d01cb7e-d528-406d-8c24-c004b13014bb

Access Statistics for this paper

More papers in Discussion Paper from Tilburg University, Center for Economic Research
Bibliographic data for series maintained by Richard Broekman ().