In this paper we are interested in the semi-parametric estimation of a scale second order parameter, an important parameter related to the speed of convergence of maximum values, linearly normalized, towards its limit law. The asymptotic distributional properties of a new proposed estimator of a scale second order parameter are derived and an illustration with one simulated sample is presented.
|Title of host publication||AIP Conference Proceedings|
|Publication status||Published - 1 Jan 2012|
|Event||International Conference of Numerical Analysis and Applied Mathematics (ICNAAM) - |
Duration: 1 Jan 2012 → …
|Conference||International Conference of Numerical Analysis and Applied Mathematics (ICNAAM)|
|Period||1/01/12 → …|