Parameter estimation of extreme value distribution based on Dehaan moment
Xiaokang Li · Journal of Shaanxi University of Technology · 2011
Extreme value theory(EVT) is one of powerful tools in researching extreme phenomenon and events.To Parameter of extreme value distribution,Dehaan moment estimation was given,and the model of maximum(minimum) value was established acording to datas of net asset value,its parameter estimation in Dehaan moment was presented,and forecast results were in accordance with the practice.