Login / Signup
Minimum-variance reduced-bias estimation of the extreme value index: A theoretical and empirical study.
Frederico Caeiro
Lígia Henriques-Rodrigues
M. Ivette Gomes
Ivanilda Cabral
Published in:
Comput. Math. Methods (2020)
Keyphrases
</>
minimum variance
extreme values
theoretical and empirical study
swarm intelligence
spectral estimation
estimation error
parameter estimation
artificial intelligence
multiresolution
subband
particle swarm optimization pso
lead time
portfolio optimization