Estimating an endpoint with high-order moments
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Publication:1946883
DOI10.1007/s11749-011-0277-8zbMath1284.62298OpenAlexW1973543242MaRDI QIDQ1946883
Stéphane Girard, Gilles Stupfler, Armelle Guillou
Publication date: 10 April 2013
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://hal.inria.fr/inria-00596979/file/sv_final_article_v13.pdf
Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Statistics of extreme values; tail inference (62G32)
Related Items (5)
A general estimator for the right endpoint with an application to supercentenarian women's records ⋮ Endpoint estimation for observations with normal measurement errors ⋮ On dealing with the unknown population minimum in parametric inference ⋮ Estimating an endpoint with high order moments in the Weibull domain of attraction ⋮ On the estimation of Pareto fronts from the point of view of copula theory
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