A new class of semi-parametric estimators of the second order parameter.
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Publication:1432743
zbMath1042.62050MaRDI QIDQ1432743
M. Ivette Gomes, Laurens De Haan, M. Isabel Fraga Alves
Publication date: 22 June 2004
Published in: Portugaliae Mathematica. Nova Série (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/50867
Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Statistics of extreme values; tail inference (62G32) Monte Carlo methods (65C05)
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