gev.abias {mev}

Asymptotic bias of block maxima for fixed sample sizes

Description

Asymptotic bias of block maxima for fixed sample sizes

Usage

gev.abias(shape, rho)

Arguments

shape

shape parameter

rho

second-order parameter, non-positive

Value

a vector of length three containing the bias for location, scale and shape (in this order)

References

Dombry, C. and A. Ferreira (2017). Maximum likelihood estimators based on the block maxima method. https://arxiv.org/abs/1705.00465