Estimation of the third-order parameter in extreme value statistics
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Publication:1936549
DOI10.1007/s11749-011-0246-2zbMath1259.62036OpenAlexW2029887268MaRDI QIDQ1936549
Tertius de Wet, Yuri Goegebeur
Publication date: 5 February 2013
Published in: Test (Search for Journal in Brave)
Full work available at URL: http://academic.sun.ac.za/statistics/Third%20order%20parameter.pdf
Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)
Related Items (5)
Weighted moment estimators for the second order scale parameter ⋮ On the study of extremes with dependent random right-censoring ⋮ Estimation of the third-order parameter in extreme value statistics ⋮ Estimation of extreme quantiles from heavy-tailed distributions with neural networks ⋮ Asymptotically unbiased estimation of the second order tail parameter
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