Tail index and second-order parameters’ semi-parametric estimation based on the log-excesses
Publication:3589967
DOI10.1080/00949650902755178zbMath1195.62069OpenAlexW1971527059MaRDI QIDQ3589967
Hugo Pereira, M. Ivette Gomes, Dinis Pestana, Lígia Henriques-Rodrigues
Publication date: 17 September 2010
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949650902755178
survival analysisMonte Carlo simulationheavy tailsmaximum likelihoodstatistics of extremessemi-parametric estimationlog-excesses
Asymptotic properties of nonparametric inference (62G20) Applications of statistics to biology and medical sciences; meta analysis (62P10) Nonparametric estimation (62G05) Statistics of extreme values; tail inference (62G32) Medical applications (general) (92C50)
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