Refined Estimation of a Light Tail: An Application to Environmental Data

DOI10.1007/978-3-642-35588-2_14zbMath1300.62035OpenAlexW1485093709MaRDI QIDQ2930697

Lígia Henriques-Rodrigues, Frederico Caeiro, M. Ivette Gomes

Publication date: 19 November 2014

Published in: Advances in Theoretical and Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-35588-2_14

zbMATH Keywords

bias reductionsemiparametric estimationmoment estimatorextreme value index

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Statistics of extreme values; tail inference (62G32) Applications of statistics to psychology (62P15)

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