Reduced-Bias Tail Index Estimators Under a Third-Order Framework (Q3631430): Difference between revisions

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+Tail index estimation and an exponential regression model
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+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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+A new class of estimators of a ``scale'' second order parameter
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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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+Mixed moment estimator and location invariant alternatives
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+Q3762535
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+Normal rank
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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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+A simple second-order reduced bias’ tail index estimator
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+A Sturdy Reduced-Bias Extreme Quantile (<i>VaR</i>) Estimator
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+Asymptotic comparison of the mixed moment and classical extreme value index estimators
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+Alternatives to a semi-parametric estimator of parameters of rare events -- the jackknife methodology
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+Semi-parametric estimation of the second order parameter in statistics of extremes
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+Asymptotically best linear unbiased tail estimators under a second-order regular variation condition
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+Reduced‐bias tail index estimation and the jackknife methodology
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+A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator
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+A simple general approach to inference about the tail of a distribution
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+Asymptotically unbiased estimators for the extreme-value index
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+Estimating the First- and Second-Order Parameters of a Heavy-Tailed Distribution
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