{"id":"https://openalex.org/W2077759015","doi":"https://doi.org/10.1109/iti.2008.4588431","title":"A semi-parameter estimator of a “scale” second order parameter based upon the log-excesses","display_name":"A semi-parameter estimator of a “scale” second order parameter based upon the log-excesses","publication_year":2008,"publication_date":"2008-06-01","ids":{"openalex":"https://openalex.org/W2077759015","doi":"https://doi.org/10.1109/iti.2008.4588431","mag":"2077759015"},"language":"en","primary_location":{"id":"doi:10.1109/iti.2008.4588431","is_oa":false,"landing_page_url":"https://doi.org/10.1109/iti.2008.4588431","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"ITI 2008 - 30th International Conference on Information Technology Interfaces","raw_type":"proceedings-article"},"type":"conference-paper","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5021893212","display_name":"M. Ivette Gomes","orcid":"https://orcid.org/0000-0002-2903-6993"},"institutions":[{"id":"https://openalex.org/I141596103","display_name":"University of Lisbon","ror":"https://ror.org/01c27hj86","country_code":"PT","type":"education","lineage":["https://openalex.org/I141596103"]}],"countries":["PT"],"is_corresponding":false,"raw_author_name":"M. Ivette Gomes","raw_affiliation_strings":["Facultad de Ciencias (DEIO), CEAUL, \u00ea University de Lisboa, Lisboa, Portugal","Fac. de Cienc., Univ. de Lisboa, Lisbon"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Facultad de Ciencias (DEIO), CEAUL, \u00ea University de Lisboa, Lisboa, Portugal","institution_ids":[]},{"raw_affiliation_string":"Fac. de Cienc., Univ. de Lisboa, Lisbon","institution_ids":["https://openalex.org/I141596103"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5063157045","display_name":"L\u00edgia Henriques\u2010Rodrigues","orcid":"https://orcid.org/0000-0003-4881-4188"},"institutions":[{"id":"https://openalex.org/I4210126619","display_name":"Instituto Polit\u00e9cnico de Tomar","ror":"https://ror.org/03gsfpp62","country_code":"PT","type":"education","lineage":["https://openalex.org/I4210126619"]},{"id":"https://openalex.org/I59361560","display_name":"Instituto Polit\u00e9cnico Nacional","ror":"https://ror.org/059sp8j34","country_code":"MX","type":"education","lineage":["https://openalex.org/I59361560"]}],"countries":["MX","PT"],"is_corresponding":false,"raw_author_name":"Ligia Henriques Rodrigues","raw_affiliation_strings":["CEAUL and Instituto Polit\u00e9cnico de Tomar","CEAUL and Instituto Polit\u00e9cnico de Tomar, Portugal"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"CEAUL and Instituto Polit\u00e9cnico de Tomar","institution_ids":["https://openalex.org/I4210126619"]},{"raw_affiliation_string":"CEAUL and Instituto Polit\u00e9cnico de Tomar, Portugal","institution_ids":["https://openalex.org/I59361560"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5050424126","display_name":"Hugo Pereira","orcid":"https://orcid.org/0000-0001-8005-2043"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Hugo Pereira","raw_affiliation_strings":["CEAUL","CEAUL, Portugal"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"CEAUL","institution_ids":[]},{"raw_affiliation_string":"CEAUL, Portugal","institution_ids":[]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5077344975","display_name":"D\u00ednis Pestana","orcid":"https://orcid.org/0000-0001-8999-1354"},"institutions":[{"id":"https://openalex.org/I141596103","display_name":"University of Lisbon","ror":"https://ror.org/01c27hj86","country_code":"PT","type":"education","lineage":["https://openalex.org/I141596103"]}],"countries":["PT"],"is_corresponding":false,"raw_author_name":"Dinis Pestana","raw_affiliation_strings":["Facultad de Ci\u00eancias (DEIO), CEAUL, \u00ea University de Lisboa, Portugal","Universidade de Lisboa, Faculdade de Ci\u00e9ncias (DEIO), CEAUL, Portugal"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Facultad de Ci\u00eancias (DEIO), CEAUL, \u00ea University de Lisboa, Portugal","institution_ids":[]},{"raw_affiliation_string":"Universidade de Lisboa, Faculdade de Ci\u00e9ncias (DEIO), CEAUL, Portugal","institution_ids":["https://openalex.org/I141596103"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":2.6341,"has_fulltext":false,"cited_by_count":3,"citation_normalized_percentile":{"value":0.90729295,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":null,"issue":null,"first_page":"329","last_page":"334"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9997000098228455,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9997000098228455,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.995199978351593,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11496","display_name":"Credit Risk and Financial Regulations","score":0.9907000064849854,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/estimator","display_name":"Estimator","score":0.8284348845481873},{"id":"https://openalex.org/keywords/quantile","display_name":"Quantile","score":0.7707238793373108},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5812518000602722},{"id":"https://openalex.org/keywords/parametric-statistics","display_name":"Parametric statistics","score":0.5494579076766968},{"id":"https://openalex.org/keywords/scale-parameter","display_name":"Scale parameter","score":0.5081121921539307},{"id":"https://openalex.org/keywords/estimation-theory","display_name":"Estimation theory","score":0.47182923555374146},{"id":"https://openalex.org/keywords/parametric-model","display_name":"Parametric model","score":0.46502020955085754},{"id":"https://openalex.org/keywords/sample","display_name":"Sample (material)","score":0.45786479115486145},{"id":"https://openalex.org/keywords/scale","display_name":"Scale (ratio)","score":0.44037148356437683},{"id":"https://openalex.org/keywords/index","display_name":"Index (typography)","score":0.42747700214385986},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.39350566267967224},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.3909512460231781},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.2129080593585968},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.1554727554321289},{"id":"https://openalex.org/keywords/thermodynamics","display_name":"Thermodynamics","score":0.06867846846580505}],"concepts":[{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.8284348845481873},{"id":"https://openalex.org/C118671147","wikidata":"https://www.wikidata.org/wiki/Q578714","display_name":"Quantile","level":2,"score":0.7707238793373108},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5812518000602722},{"id":"https://openalex.org/C117251300","wikidata":"https://www.wikidata.org/wiki/Q1849855","display_name":"Parametric statistics","level":2,"score":0.5494579076766968},{"id":"https://openalex.org/C91716921","wikidata":"https://www.wikidata.org/wiki/Q1289366","display_name":"Scale parameter","level":2,"score":0.5081121921539307},{"id":"https://openalex.org/C167928553","wikidata":"https://www.wikidata.org/wiki/Q1376021","display_name":"Estimation theory","level":2,"score":0.47182923555374146},{"id":"https://openalex.org/C24574437","wikidata":"https://www.wikidata.org/wiki/Q7135228","display_name":"Parametric model","level":3,"score":0.46502020955085754},{"id":"https://openalex.org/C198531522","wikidata":"https://www.wikidata.org/wiki/Q485146","display_name":"Sample (material)","level":2,"score":0.45786479115486145},{"id":"https://openalex.org/C2778755073","wikidata":"https://www.wikidata.org/wiki/Q10858537","display_name":"Scale (ratio)","level":2,"score":0.44037148356437683},{"id":"https://openalex.org/C2777382242","wikidata":"https://www.wikidata.org/wiki/Q6017816","display_name":"Index (typography)","level":2,"score":0.42747700214385986},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.39350566267967224},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.3909512460231781},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.2129080593585968},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.1554727554321289},{"id":"https://openalex.org/C97355855","wikidata":"https://www.wikidata.org/wiki/Q11473","display_name":"Thermodynamics","level":1,"score":0.06867846846580505},{"id":"https://openalex.org/C136764020","wikidata":"https://www.wikidata.org/wiki/Q466","display_name":"World Wide Web","level":1,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/iti.2008.4588431","is_oa":false,"landing_page_url":"https://doi.org/10.1109/iti.2008.4588431","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"ITI 2008 - 30th International Conference on Information Technology Interfaces","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":8,"referenced_works":["https://openalex.org/W35011081","https://openalex.org/W1971153697","https://openalex.org/W1997644467","https://openalex.org/W2048649579","https://openalex.org/W2086399371","https://openalex.org/W2089701855","https://openalex.org/W2725805405","https://openalex.org/W4214712351"],"related_works":["https://openalex.org/W2963308895","https://openalex.org/W4298801152","https://openalex.org/W2185047231","https://openalex.org/W2159903438","https://openalex.org/W1966919947","https://openalex.org/W2588275121","https://openalex.org/W2999188005","https://openalex.org/W2899572845","https://openalex.org/W131879751","https://openalex.org/W3098817453"],"abstract_inverted_index":{"In":[0],"this":[1],"paper":[2],"we":[3],"are":[4],"interested":[5],"in":[6,55],"the":[7,10,31,44,48,56,66,70],"derivation":[8],"of":[9,16,21,33,40,47,69,78],"asymptotic":[11],"and":[12,75],"finite-sample":[13],"distributional":[14],"properties":[15],"a":[17,22],"ldquoquasi-maximum":[18],"likelihoodrdquo":[19],"estimator":[20],"ldquoscalerdquo":[23],"second":[24],"order":[25],"parameter":[26],"beta,":[27],"directly":[28],"based":[29],"on":[30],"log-excesses":[32],"an":[34],"available":[35],"sample.":[36],"Such":[37],"estimation":[38,61,68],"is":[39],"primordial":[41],"importance":[42],"for":[43,65],"adaptive":[45],"selection":[46],"optimal":[49],"sample":[50],"fraction":[51],"to":[52],"be":[53],"used":[54],"classical":[57],"semi-parametric":[58],"tail":[59,71],"index":[60],"as":[62,64],"well":[63],"reduced-bias":[67],"index,":[72],"high":[73],"quantiles":[74],"other":[76],"parameters":[77],"extreme":[79],"or":[80],"even":[81],"rare":[82],"events.":[83]},"counts_by_year":[{"year":2014,"cited_by_count":1}],"updated_date":"2026-07-29T14:22:42.915294","created_date":"2025-10-10T00:00:00"}