The MOP EVI-Estimator Revisited (Q5261872): Difference between revisions

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+Q4726487
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+Q3681644
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+Comparison of tail index estimators
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+A new class of semi-parametric estimators of the second order parameter.
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+Q3762535
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+Sur la distribution limite du terme maximum d'une série aléatoire
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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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+A Sturdy Reduced-Bias Extreme Quantile (<i>VaR</i>) Estimator
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+Q3670359
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+A simple general approach to inference about the tail of a distribution
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