A Heuristic Choice of Tuning Parameters in a Location Invariant Reduced-Bias Estimation of the Extreme Value Index: Application to Financial Log-Returns and Simulated Data
in Proceedings of the International Conference on Information Technology Interfaces, ITI, ISSN: 1330-1012
Pages: 527-532
Conference
32Nd International Conference on Information Technology Interfaces, Iti 2010, Date: 21 June 2010 through 24 June 2010, Location: Cavtat, Dubrovnik, Sponsors: Ministry of Science, Education and Sports
