Kernel estimators for the second order parameter in extreme value statistics

DOI10.1016/j.jspi.2010.03.029zbMath1188.62143OpenAlexW1997154606MaRDI QIDQ974511

Yuri Goegebeur, Jan Beirlant, Tertius de Wet

Publication date: 3 June 2010

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2010.03.029

zbMATH Keywords

extreme value statisticssecond order parameterkernel statisticPareto-type model

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

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