Semi-parametric second-order reduced-bias high quantile estimation (Q619113): Difference between revisions

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+https://doi.org/10.1007/s11749-008-0108-8
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+W2042492188
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+Tail index estimation and an exponential regression model
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+Improved reduced-bias tail index and quantile estimators
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+A new class of estimators of a ``scale'' second order parameter
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+Comparison of tail index estimators
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+On the estimation of high quantiles
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+On Smooth Statistical Tail Functionals
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+Bias reduction of a tail index estimator through an external estimation of the second-order parameter
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+Tail Index Estimation for Heavy-Tailed Models: Accommodation of Bias in Weighted Log-Excesses
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+Publication:619113