@inbook{d2267191de624fdca107e6e461cdafc8,
title = "A semi-parametric estimator of a shape second-order parameter",
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.",
keywords = "Adaptive Choice, Asymptotic Bias, Regular Variation, Root Mean Square Error, Sample Path",
author = "Frederico Caeiro and Gomes, {M. Ivette}",
note = "Research partially supported by FCT—Funda{\c c}{\~a}o para a Ci{\^e}ncia e a Tecnolo-gia, projects PEst-OE/MAT/UI0006/2011 (CEAUL), PEst-OE/MAT/UI0297/2011 (CMA/UNL) and PTDC/FEDER, EXTREMA Project.",
year = "2014",
doi = "10.1007/978-3-319-05323-3_13",
language = "English",
isbn = "978-3-319-05322-6",
series = "Studies in Theoretical and Applied Statistics, Selected Papers of the Statistical Societies",
publisher = "Springer International Publishing",
pages = "137--144",
editor = "A. Pacheco and R. Santos and M. Oliveira and C. Paulino",
booktitle = "Studies in Theoretical and Applied Statistics, Selected Papers of the Statistical Societies",
address = "Switzerland",
}