A new partially reduced-bias mean-of-order \(p\) class of extreme value index estimators (Q1623762): Difference between revisions
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scientific article
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English | A new partially reduced-bias mean-of-order \(p\) class of extreme value index estimators |
scientific article |
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A new partially reduced-bias mean-of-order \(p\) class of extreme value index estimators (English)
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23 November 2018
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bias estimation
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heavy right-tails
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heuristic methods
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optimal levels
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semiparametric estimation
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statistics of extremes
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