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A Semi-parametric Estimator of a Shape Second-Order Parameter

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New Advances in Statistical Modeling and Applications

Part of the book series: Studies in Theoretical and Applied Statistics ((STASSPSS))

Abstract

In extreme value theory, any second-order parameter is an important parameter that measures the speed of convergence of the sequence of maximum values, linearly normalized, towards its limit law. In this paper we study a new estimator of a shape second-order parameter under a third-order framework.

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Acknowledgments

Research partially supported by FCT—Fundação para a Ciência e a Tecnologia, projects PEst-OE/MAT/UI0006/2011 (CEAUL), PEst-OE/MAT/UI0297/2011 (CMA/UNL) and PTDC/FEDER, EXTREMA Project.

Author information

Authors and Affiliations

  1. Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa and CMA, 2829-516, Caparica, Portugal

    Frederico Caeiro

  2. Faculdade de Ciências da Universidade de Lisboa and CEAUL, Campo Grande, 1749-016, Lisboa, Portugal

    M. Ivette Gomes

Authors
  1. Frederico Caeiro
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  2. M. Ivette Gomes
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Corresponding author

Correspondence to Frederico Caeiro .

Editor information

Editors and Affiliations

  1. CEMAT and Departamento de Matemática, Instituto Superior Técnico, Universidade de Lisboa, Lisboa, Portugal

    António Pacheco

  2. CEAUL and School of Technology and Management, Polytechnic Institute of Leiria, Leiria, Portugal

    Rui Santos

  3. CEMAT and Departamento de Matemática, Instituto Superior Técnico, Universidade de Lisboa, Lisboa, Portugal

    Maria do Rosário Oliveira

  4. CEAUL and Departamento de Matemática, Instituto Superior Técnico, Universidade de Lisboa, Lisboa, Portugal

    Carlos Daniel Paulino

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Caeiro, F., Gomes, M.I. (2014). A Semi-parametric Estimator of a Shape Second-Order Parameter. In: Pacheco, A., Santos, R., Oliveira, M., Paulino, C. (eds) New Advances in Statistical Modeling and Applications. Studies in Theoretical and Applied Statistics(). Springer, Cham. https://doi.org/10.1007/978-3-319-05323-3_13

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