Mean-of-order \(p\) reduced-bias extreme value index estimation under a third-order framework (Q347140): Difference between revisions

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Latest revision as of 00:15, 13 July 2024

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Mean-of-order \(p\) reduced-bias extreme value index estimation under a third-order framework
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    Mean-of-order \(p\) reduced-bias extreme value index estimation under a third-order framework (English)
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    30 November 2016
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    bias estimation
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    heavy tails
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    optimal levels
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    semiparametric reduced-bias estimation
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    statistics of extremes
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    Hill estimator
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    Monte Carlo simulation
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