Estimation of a scale second-order parameter related to the PORT methodology (Q2320971)
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scientific article; zbMATH DE number 7098919
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| English | Estimation of a scale second-order parameter related to the PORT methodology |
scientific article; zbMATH DE number 7098919 |
Statements
Estimation of a scale second-order parameter related to the PORT methodology (English)
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28 August 2019
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location/scale invariant estimation
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PORT methodology
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semiparametric estimation
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scale second-order parameters
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statistics of extremes
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peaks over random thresholds
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0.9314927
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0.91554123
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0.83454955
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0.83165425
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0.8237982
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0.81660265
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0.8138513
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