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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| English | A note on the port methodology in the estimation of a shape second-order parameter |
scientific article; zbMATH DE number 6999143 |
Statements
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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0.9767483472824096
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0.914797067642212
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0.8003779649734497
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0.7924626469612122
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0.7853685021400452
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