Kernel-type estimators for the extreme value index
极值指数的核型估计量
A large part of the theory of extreme value index estimation is developed for positive extreme value indices. The best-known estimator of a positive extreme value index is probably the Hill estimator. This estimator belongs to the category of moment estimators, but can also be interpreted as a quasi-maximum likelihood estimator. It has been generalized to a kernel-type estimator, but this kernel-type estimator can, similarly to the Hill estimator, only be used for the…