A Semi-parametric Estimator of a Shape Second-Order Parameter

DOI10.1007/978-3-319-05323-3_13zbMath1328.62197OpenAlexW2213216414MaRDI QIDQ5261871

M. Ivette Gomes, Frederico Caeiro

Publication date: 8 July 2015

Published in: New Advances in Statistical Modeling and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-05323-3_13

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Extreme value theory; extremal stochastic processes (60G70)

Related Items (7)

Threshold selection in univariate extreme value analysis ⋮ A new partially reduced-bias mean-of-order \(p\) class of extreme value index estimators ⋮ A Log Probability Weighted Moment Estimator of Extreme Quantiles ⋮ A Mean-of-Order-$$p$$ Class of Value-at-Risk Estimators ⋮ Mean-of-order \(p\) reduced-bias extreme value index estimation under a third-order framework ⋮ A simple generalisation of the Hill estimator ⋮ Revisiting the maximum likelihood estimation of a positive extreme value index

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