Weighted moment estimators for the second order scale parameter

DOI10.1007/S11009-011-9263-6zbMATH Open1274.62263OpenAlexW1992929690MaRDI QIDQ1930614FDOQ1930614

Authors: Tertius de Wet, Yuri Goegebeur, Armelle Guillou 

Publication date: 11 January 2013

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-011-9263-6

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zbMATH Keywords

extreme value statisticsweighted estimatorPareto-type modelsecond-order scale parameter

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20)

Cites Work

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• Title not available (Why is that?)
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Cited In (5)

• Estimating the second-order parameter of regular variation and bias reduction in tail index estimation under random truncation
• Estimation of a scale second-order parameter related to the PORT methodology
• A new class of estimators of a ``scale second order parameter
• Goodness-of-fit tests for semiparametric and parametric hypotheses based on the probability weighted empirical characteristic function
• Title not available (Why is that?)

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