Mean-of-order \(p\) reduced-bias extreme value index estimation under a third-order framework (Q347140): Difference between revisions
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| Property / author: M. Ivette Gomes / rank | |||
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| Property / author: Jan Beirlant / rank | |||
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| Property / Mathematics Subject Classification ID: 62G32 / rank | |||
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| Property / Mathematics Subject Classification ID: 65C05 / rank | |||
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| Property / Mathematics Subject Classification ID: 62G30 / rank | |||
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| Property / Mathematics Subject Classification ID: 62E20 / rank | |||
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| Property / zbMATH DE Number: 6657838 / rank | |||
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bias estimation | |||
| Property / zbMATH Keywords: bias estimation / rank | |||
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heavy tails | |||
| Property / zbMATH Keywords: heavy tails / rank | |||
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optimal levels | |||
| Property / zbMATH Keywords: optimal levels / rank | |||
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semiparametric reduced-bias estimation | |||
| Property / zbMATH Keywords: semiparametric reduced-bias estimation / rank | |||
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statistics of extremes | |||
| Property / zbMATH Keywords: statistics of extremes / rank | |||
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Hill estimator | |||
| Property / zbMATH Keywords: Hill estimator / rank | |||
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Monte Carlo simulation | |||
| Property / zbMATH Keywords: Monte Carlo simulation / rank | |||
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Revision as of 07:33, 28 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-of-order \(p\) reduced-bias extreme value index estimation under a third-order framework |
scientific article |
Statements
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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