Does bias reduction with external estimator of second order parameter work for endpoint? (Q1011532): Difference between revisions

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+Third order extended regular variation
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+Confidence intervals for endpoints of a c.d.f. via bootstrap
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+On exponential representations of log-spacings of extreme order statistics
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+Bias reduction of a tail index estimator through an external estimation of the second-order parameter
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+A moment estimator for the index of an extreme-value distribution
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+Refined pickands estimators wtth bias correction
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+On Smooth Statistical Tail Functionals
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+Some Best Parameter Estimates for Distributions with Finite Endpoint
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+On optimising the estimation of high quantiles of a probability distribution
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+Estimating a tail exponent by modelling departure from a Pareto distribution
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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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+On estimating the endpoint of a distribution
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+Estimating the end-point of a probability distribution using minimum-distance methods
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+A simple general approach to inference about the tail of a distribution
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+Estimating an endpoint of a distribution with resampling methods
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+Asymptotically unbiased estimators for the extreme-value index
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+Estimating the First- and Second-Order Parameters of a Heavy-Tailed Distribution
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+Statistical inference using extreme order statistics
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+Q3771297
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+Maximum likelihood estimation of translation parameter of truncated distribution. II
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