Asymptotically best linear unbiased tail estimators under a second-order regular variation condition

Journal of Statistical Planning and Inference

Volumn 134, Issue 2, 2005, Pages 409-433

  Gomes, M Ivette ^a   Figueiredo, Fernanda ^b   Mendonça, Sandra ^c  

^a UNIVERSITY OF LISBON   (Portugal)

^b UNIVERSITY OF PORTO   (Portugal)

^c UNIVERSITY OF MADEIRA   (Portugal)

Author keywords

BLUE estimation; Semi parametric tail estimation; Statistics of extremes

Indexed keywords

EID: 21644487570     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2004.04.013     Document Type: Article

References (16)

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