A moment estimator for the index of an extreme-value distribution

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@article{81970cb35b7a4cad9bf62f900a6a1518,

title = "A moment estimator for the index of an extreme-value distribution",

author = "Einmahl, \{J. H.J.\} and Dekkers, \{A. L.M.\} and \{de Haan\}, L.",

year = "1989",

language = "English",

volume = "17",

pages = "1833--1855",

journal = "Annals of Statistics",

issn = "0090-5364",

publisher = "Institute of Mathematical Statistics",

number = "4",

}