Asymptotic bias of block maxima for fixed sample sizes
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