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
Language | Label | Description | Also known as |
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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 |
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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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