Abstract
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.
Original language | Unknown |
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Title of host publication | AIP Conference Proceedings |
Pages | 1114-1117 |
DOIs | |
Publication status | Published - 1 Jan 2012 |
Event | International Conference of Numerical Analysis and Applied Mathematics (ICNAAM) - Duration: 1 Jan 2012 → … |
Conference
Conference | International Conference of Numerical Analysis and Applied Mathematics (ICNAAM) |
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Period | 1/01/12 → … |