Estimation of a scale second-order parameter related to the PORT methodology
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Publication:2320971
DOI10.1080/15598608.2014.969816zbMath1423.62041OpenAlexW2057922141MaRDI QIDQ2320971
B. G. Manjunath, M. Ivette Gomes, Lígia Henriques-Rodrigues
Publication date: 28 August 2019
Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15598608.2014.969816
semiparametric estimationstatistics of extremesPORT methodologypeaks over random thresholdslocation/scale invariant estimationscale second-order parameters
Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32) Monte Carlo methods (65C05)
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