A new class of estimators of a "scale" second order parameter

Extremes

Volumn 9, Issue 3-4, 2006, Pages 193-211

  Caeiro, Frederico ^a   Gomes, M Ivette ^b  

^a UNIVERSIDADE NOVA DE LISBOA   (Portugal)

^b UNIVERSITY OF LISBON   (Portugal)

Author keywords

Semi parametric estimation; Statistics of extremes; Third order framework

Indexed keywords

EID: 34147125324     PISSN: 13861999     EISSN: 1572915X     Source Type: Journal    
DOI: 10.1007/s10687-006-0026-7     Document Type: Article

References (13)

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10. Gomes, M.I., Pestana, D.D.: A simple second order reduced bias' tail index estimator. J. Stat. Comput. Simul., (2004). Accepted for publication.
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