Reduced‐bias tail index estimation and the jackknife methodology (Q3592389): Difference between revisions

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+https://doi.org/10.1111/j.1467-9574.2007.00346.x
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+W2039760691
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@@ Property / cites work @@
+Tail index estimation and an exponential regression model
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@@ Property / cites work @@
+On exponential representations of log-spacings of extreme order statistics
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+A class of asymptotically unbiased semi-parametric estimators of the tail index.
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+Q4431558
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+A general class of estimators of the extreme value index
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+Estimating a tail exponent by modelling departure from a Pareto distribution
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+Approximation by penultimate extreme value distributions
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+Generalizations of the Hill estimator -- asymptotic versus finite sample behaviour
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+``Asymptotically unbiased'' estimators of the tail index based on external estimation of the second order parameter
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+Bias reduction and explicit semi-parametric estimation of the tail index
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+The bootstrap methodology in statistics of extremes -- choice of optimal sample fraction
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+Bias reduction of a tail index estimator through an external estimation of the second-order parameter
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+Asymptotically best linear unbiased tail estimators under a second-order regular variation condition
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@@ Property / cites work @@
+Semi-parametric estimation of the second order parameter in statistics of extremes
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+Alternatives to a semi-parametric estimator of parameters of rare events -- the jackknife methodology
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+Q4054986
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+Comparison of tail index estimators
@@ Property / cites work: Comparison of tail index estimators / rank @@
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