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De Wolf, P.P. (author), Lopuhaa, H.P. (author), Groeneboom, P. (author)
A large part of the theory of extreme value index estimation is developed for positive extreme value indices. The best-known estimator of a positive extreme value index is probably the Hill estimator. This estimator belongs to the category of moment estimators, but can also be interpreted as a quasi-maximum likelihood estimator. It has been...
journal article 2003