Publication:2925437
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zbMath1297.62118MaRDI QIDQ2925437
M. Ivette Gomes, Lígia Henriques-Rodrigues
Publication date: 22 October 2014
Full work available at URL: http://www.ine.pt/revstat/pdf/rs090303.pdf
asymptotic behaviour; heavy tails; semiparametric estimation; statistics of extremes; high quantiles; PORT methodology
62E20: Asymptotic distribution theory in statistics
62G32: Statistics of extreme values; tail inference