scientific article; zbMATH DE number 6445247
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Publication:5255168
zbMath1314.62119MaRDI QIDQ5255168
Cláudia Neves, M. Isabel Fraga Alves, M. Ivette Gomes, Lígia Henriques-Rodrigues
Publication date: 12 June 2015
Full work available at URL: https://www.ine.pt/revstat/pdf/rs140305.pdf
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
asymptotic propertiesstatistics of extremesPORT methodologyMonte-Carlo simulationsemi-parametric estimationlocation/scale invariant estimationthird-order frameworksample of excessesshape secondorder parameters
Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32) Monte Carlo methods (65C05)
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