New Reduced-bias Estimators of a Positive Extreme Value Index.

M. Ivette Gomes M. Fátima Brilhante Dinis Pestana

Published in: Commun. Stat. Simul. Comput. (2016)

Keyphrases

extreme values
positive and negative
variance reduction
low variance
database
gradient estimators
analytical expressions
indexing method
relational databases
machine learning
monte carlo
index structure
least squares
subsequence matching
knn
data sets
variance estimator
real time