Semi-parametric estimation of the second order parameter in statistics of extremes
From MaRDI portal
Publication:1424690
DOI10.1023/A:1025128326588zbMath1039.62027MaRDI QIDQ1424690
M. Ivette Gomes, Liang Peng, Laurens De Haan
Publication date: 16 March 2004
Published in: Extremes (Search for Journal in Brave)
Nonparametric estimation (62G05) Point estimation (62F10) Statistics of extreme values; tail inference (62G32) Monte Carlo methods (65C05)
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