Weighted moment estimators for the second order scale parameter

DOI10.1007/s11009-011-9263-6zbMath1274.62263OpenAlexW1992929690MaRDI QIDQ1930614

Armelle Guillou, Yuri Goegebeur, Tertius de Wet

Publication date: 11 January 2013

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-011-9263-6

zbMATH Keywords

weighted estimatorextreme value statisticsPareto-type modelsecond-order scale parameter

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items

Goodness-of-fit tests for semiparametric and parametric hypotheses based on the probability weighted empirical characteristic function ⋮ Estimating the second-order parameter of regular variation and bias reduction in tail index estimation under random truncation

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