Refined estimation of a light tail: an application to environmental data

DOI10.1007/978-3-642-35588-2_14MaRDI QIDQ2930697zbMATHOpenAlexFDO

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

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

semiparametric estimationbias reductionextreme value indexmoment estimator

Mathematics Subject Classification ID

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

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Cited in

(2)

• An asymptotically unbiased moment estimator of a negative extreme value index
• The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements

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