Adaptive estimation of heavy right tails: resampling-based methods in action

DOI10.1007/s10687-011-0146-6zbMath1329.62230MaRDI QIDQ907363

M. Manuela Neves, Fernanda Figueiredo, M. Ivette Gomes

Publication date: 25 January 2016

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-011-0146-6

zbMATH Keywords

semiparametric estimation; statistics of extremes; resampling-based methodology

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

62P12: Applications of statistics to environmental and related topics

62G32: Statistics of extreme values; tail inference

65C05: Monte Carlo methods

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