@inproceedings{bb8c40670f744f20a5a2e204f337fafa,
title = "Adaptive estimation of a tail shape second order parameter: A computational comparative study",
abstract = "In Statistics of Extremes, the tail shape second order parameter is a relevant parameter whenever we want to improve the estimation of first order parameters. We shall consider two semi-parametric estimators of the shape second order parameter, parameterized with a tuning parameter. We provide a Monte Carlo comparative simulation study of several algorithms for the choice of such tuning parameter and for an adaptive estimation of the shape second order parameter.",
keywords = "Asymptotic properties, Heavy tail, Monte Carlo simulation, Shape second-order parameter, Statistics of extremes",
author = "Frederico Caeiro and Gomes, {Dora Susana Raposo Prata}",
note = "Sem PDF. This work was partially supported by the Funda{\c c}{\~a}o para a Ci{\^e}ncia e a Tecnologia (Portuguese Foundation for Science and Technology) through the project UID/MAT/00297/2013 (Centro de Matem{\'a}tica e Aplica{\c c}{\~o}es).; International Conference of Computational Methods in Sciences and Engineering 2015, ICCMSE 2015 ; Conference date: 20-03-2015 Through 23-03-2015",
year = "2015",
month = dec,
day = "31",
doi = "10.1063/1.4938771",
language = "English",
isbn = "978-073541349-8",
series = "AIP Conference Proceedings",
publisher = "AIP - American Institute of Physics",
editor = "{Kalogiratou }, Z. and Simos, {T. E.} and {Monovasilis }, T.",
booktitle = "International Conference of Computational Methods in Sciences and Engineering 2015 (ICCMSE 2015)",
address = "United States",
}