PORT-estimation of a shape second-order parameter

MaRDI QIDQ5255168zbMATH OpenFDO

Authors Lígia Henriques-Rodrigues, M. Ivette Gomes, M. Isabel Fraga Alves, Cláudia Neves

Publication date 12 June 2015

Full work available at URL https://www.ine.pt/revstat/pdf/rs140305.pdf

zbMATH Keywords

asymptotic propertieslocation/scale invariant estimationMonte-Carlo simulationPORT methodologysample of excessessemi-parametric estimationshape secondorder parametersstatistics of extremesthird-order framework

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32) Monte Carlo methods (65C05)

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(8)

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• The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements
• The role of resampling methods and generalized means in extreme value theory

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