de Wet, Tertius; Goegebeur, Yuri; Munch, Maria Reimert - In: Statistics & Probability Letters 82 (2012) 3, pp. 565-573
We introduce a class of asymptotically unbiased estimators for the second order parameter in extreme value statistics. The estimators are constructed by means of an appropriately chosen linear combination of two simple, but biased, kernel estimators for the second order parameter. Asymptotic...