A note on the port methodology in the estimation of a shape second-order parameter
DOI10.1007/978-3-642-32419-2_14zbMATH Open1407.62119OpenAlexW70545680MaRDI QIDQ4644979FDOQ4644979
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Publication date: 9 January 2019
Published in: Recent Developments in Modeling and Applications in Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-32419-2_14
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estimatorspeaks over random thresholdsheavy right tailssecond-order parametersemiparametric framework
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Extreme value theory; extremal stochastic processes (60G70)
Cites Work
- Semi-parametric estimation of the second order parameter in statistics of extremes
- A new class of semi-parametric estimators of the second order parameter.
- A new class of estimators of a ``scale second order parameter
- Peaks over random threshold methodology for tail index and high quantile estimation
- A moment estimator for the index of an extreme-value distribution
- Title not available (Why is that?)
- Title not available (Why is that?)
- PORT Hill and Moment Estimators for Heavy-Tailed Models
- Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions
- Reduced-bias location-invariant extreme value index estimation: a simulation study
- High quantile estimation and the PORT methodology
Cited In (4)
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