A new class of semi-parametric estimators of the second order parameter.
Fraga Alves, M.I.; Gomes, M.Ivette; de Haan, Laurens
Portugaliae Mathematica. Nova Série (2003)
- Volume: 60, Issue: 2, page 193-213
- ISSN: 0032-5155
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topFraga Alves, M.I., Gomes, M.Ivette, and de Haan, Laurens. "A new class of semi-parametric estimators of the second order parameter.." Portugaliae Mathematica. Nova Série 60.2 (2003): 193-213. <http://eudml.org/doc/50867>.
@article{FragaAlves2003,
author = {Fraga Alves, M.I., Gomes, M.Ivette, de Haan, Laurens},
journal = {Portugaliae Mathematica. Nova Série},
keywords = {extreme value theory; tail inference; semi-parametric estimation; tables},
language = {eng},
number = {2},
pages = {193-213},
publisher = {European Mathematical Society Publishing House},
title = {A new class of semi-parametric estimators of the second order parameter.},
url = {http://eudml.org/doc/50867},
volume = {60},
year = {2003},
}
TY - JOUR
AU - Fraga Alves, M.I.
AU - Gomes, M.Ivette
AU - de Haan, Laurens
TI - A new class of semi-parametric estimators of the second order parameter.
JO - Portugaliae Mathematica. Nova Série
PY - 2003
PB - European Mathematical Society Publishing House
VL - 60
IS - 2
SP - 193
EP - 213
LA - eng
KW - extreme value theory; tail inference; semi-parametric estimation; tables
UR - http://eudml.org/doc/50867
ER -
Citations in EuDML Documents
top- M. Ivette Gomes, Lígia Henriques-Rodrigues, Comparison at optimal levels of classical tail index estimators: a challenge for reduced-bias estimation?
- Julien Worms, Rym Worms, Estimation of second order parameters using probability weighted moments
- Julien Worms, Rym Worms, Estimation of second order parameters using probability weighted moments
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