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scientific article; zbMATH DE number 7289284

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Publication:5142054
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zbMath1455.62099MaRDI QIDQ5142054

M. Ivette Gomes, Helena Penalva, Frederico Caeiro, M. Manuela Neves

Publication date: 29 December 2020

Full work available at URL: https://www.ine.pt/revstat/pdf/REVSTAT_v18-n3-3.pdf

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

heavy tailssemiparametric estimationstatistical extreme value theoryoptimal tuning parameters


Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)


Related Items (3)

On the comparison of several classical estimators of the extreme value index ⋮ Reduced bias estimation of the shape parameter of the log-logistic distribution ⋮ Limit laws for the norms of extremal samples







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