<?xml version="1.0" encoding="UTF-8"?><xml><records><record><source-app name="Biblio" version="6.x">Drupal-Biblio</source-app><ref-type>5</ref-type><contributors><authors><author><style face="normal" font="default" size="100%">Caeiro, Frederico</style></author><author><style face="normal" font="default" size="100%">Gomes,Dora Susana Raposo Prata</style></author></authors></contributors><titles><title><style face="normal" font="default" size="100%">Adaptive estimation of a tail shape second order parameter</style></title><secondary-title><style face="normal" font="default" size="100%">International Conference of Computational Methods in Sciences and Engineering 2015 (ICCMSE 2015)</style></secondary-title><tertiary-title><style face="normal" font="default" size="100%">AIP Conference Proceedings</style></tertiary-title></titles><keywords><keyword><style  face="normal" font="default" size="100%">Asymptotic properties</style></keyword><keyword><style  face="normal" font="default" size="100%">Heavy tail</style></keyword><keyword><style  face="normal" font="default" size="100%">Monte Carlo simulation</style></keyword><keyword><style  face="normal" font="default" size="100%">Shape second-order parameter</style></keyword><keyword><style  face="normal" font="default" size="100%">Statistics of extremes</style></keyword></keywords><dates><year><style  face="normal" font="default" size="100%">2015</style></year><pub-dates><date><style  face="normal" font="default" size="100%">2015/12/31</style></date></pub-dates></dates><urls><web-urls><url><style face="normal" font="default" size="100%">http://www.scopus.com/inward/record.url?scp=84984535413&amp;partnerID=8YFLogxK</style></url></web-urls></urls><publisher><style face="normal" font="default" size="100%">American Institute of Physics Inc.</style></publisher><isbn><style face="normal" font="default" size="100%">978-073541349-8</style></isbn><language><style face="normal" font="default" size="100%">eng</style></language><abstract><style face="normal" font="default" size="100%">&lt;p&gt;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.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.&lt;/p&gt;
</style></abstract><notes><style face="normal" font="default" size="100%">&lt;p&gt;Sem PDF.This work was partially supported by the Fundação para a Ciência e a Tecnologia (Portuguese Foundation for Science and Technology) through the project UID/MAT/00297/2013 (Centro de Matemática e Aplicações).&lt;/p&gt;
</style></notes><custom2><style face="normal" font="default" size="100%">10.1063/1.4938771</style></custom2></record></records></xml>