A class of unbiased location invariant Hill-type estimators for heavy tailed distributions (Q1951775): Difference between revisions

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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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+Q5485944
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+Normal rank
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+A moment estimator for the index of an extreme-value distribution
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+A location invariant Hill-type estimator
@@ Property / cites work: A location invariant Hill-type estimator / rank @@
+Normal rank
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+Tail Index Estimation for Heavy-Tailed Models: Accommodation of Bias in Weighted Log-Excesses
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+Tail index estimation for heavy tails; accommodation of bias in the excesses over a high threshold
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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 general approach to inference about the tail of a distribution
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+Q5325306
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+Normal rank
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+Q5325307
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+Normal rank
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+Asymptotically unbiased estimators for the extreme-value index
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+A NEW CALIBRATION METHOD OF CONSTRUCTING EMPIRICAL LIKELIHOOD-BASED CONFIDENCE INTERVALS FOR THE TAIL INDEX
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+Confidence regions for high quantiles of a heavy tailed distribution
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+On the tail index of a heavy tailed distribution
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+Normal rank
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+Bootstrap and empirical likelihood methods in extremes
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