Asymptotically best linear unbiased tail estimators under a second-order regular variation condition (Q2386151): Difference between revisions

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+https://doi.org/10.1016/j.jspi.2004.04.013
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+W1995560111
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+Generalized least-squares estimators for the thickness of heavy tails
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+IV.—On Least Squares and Linear Combination of Observations
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+Tail index estimation and an exponential regression model
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+Kernel estimates of the tail index of a distribution
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+Using a bootstrap method to choose the sample fraction in tail index estimation
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+A new class of semi-parametric estimators of the second order parameter.
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+Bias reduction and explicit semi-parametric estimation of the tail index
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+``Asymptotically unbiased'' estimators of the tail index based on external estimation of the second order parameter
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+The bootstrap methodology in statistics of extremes -- choice of optimal sample fraction
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+Comparison of tail index estimators
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+A simple general approach to inference about the tail of a distribution
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