@inbook{f4a21c339614498090c25502ac3266fd,
title = "Refined Estimation of a Light Tail: An Application to Environmental Data",
abstract = "In this chapter, we consider a recent class ofgeneralized negative momentestimators of a negative extreme value index, the primary parameter instatistics of extremes. Apart from the usual integer parameterk, related to the number of top order statistics involved in the estimation, these estimators depend on an extra real parameterθ, which makes them highly flexible and possibly second-order unbiased for a large variety of models. In this chapter, we are interested not only on the adaptive choice of thetuningparameterskandθ, but also on an application of these semi-parametric estimators to the analysis of sets of environmental and simulated data.",
keywords = "Extreme value index, Moment estimator, Bias reduction, Semi-parametric estimation, Bias reduction, Extreme value index, Moment estimator, Semi-parametric estimation",
author = "Gomes, {M. Ivette} and L{\'i}gia Henriques-Rodrigues and Caeiro, {Frederico Almeida Gi{\~a}o Gon{\c c}alves}",
note = "Acknowledgements Research partially supported by EXTREMA, PTDC/MAT/101736/2008, and National Funds through FCT — Fundac¸{\~a}o para a Ci{\^e}ncia e a Tecnologia, projects PEst-OE/MAT/UI0006/2011 (CEAUL) and PEst-OE/MAT/UI0297/2011 (CMA/UNL).",
year = "2013",
language = "English",
isbn = "978-3-642-35587-5 / 978-3-642-35588-2",
series = "Studies in Theoretical and Applied Statistics",
publisher = "Springer Berlin Heidelberg",
pages = "143--153",
editor = "Nicola Torelli and Fortunato Pesarin and Avner Bar-Hen",
booktitle = "Advances in Theoretical and Applied Statistics",
}