Modeling extreme events: sample fraction adaptive choice in parameter estimation

DOI10.1080/15598608.2014.890984zbMath1423.62042OpenAlexW2108389647MaRDI QIDQ2320944

Dora Prata Gomes, Fernanda Figueiredo, M. Ivette Gomes, M. Manuela Neves

Publication date: 28 August 2019

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15598608.2014.890984

zbMATH Keywords

semiparametric estimationextremal indexextreme value indexadaptive choicesample fraction

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Monte Carlo methods (65C05)

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