A Couple of Non Reduced Bias Generalized Means in Extreme Value Theory
Lehmer’s mean-of-order p (Lp) generalizes the arithmetic mean, and Lp extreme value index (EVI)-estimators can be easily built, as a generalization of the classical Hill EVI-estimators. Apart from a reference to the asymptotic behaviour of this class of estimators, an asymptotic comparison, at opti...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Instituto Nacional de Estatística | Statistics Portugal
2020-08-01
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| Series: | Revstat Statistical Journal |
| Subjects: | |
| Online Access: | https://revstat.ine.pt/index.php/REVSTAT/article/view/301 |