A Note on the Port Methodology in the Estimation of a Shape Second-Order Parameter (Q4644979)

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scientific article; zbMATH DE number 6999143
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A Note on the Port Methodology in the Estimation of a Shape Second-Order Parameter
scientific article; zbMATH DE number 6999143

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    A Note on the Port Methodology in the Estimation of a Shape Second-Order Parameter (English)
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    9 January 2019
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    second-order parameter
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    semiparametric framework
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    heavy right tails
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    peaks over random thresholds
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    estimators
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