Asymptotically unbiased estimation of the second order tail parameter (Q419178): Difference between revisions

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+Tail index estimation and an exponential regression model
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+Statistics of Extremes
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+Normal rank
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+Reduced-Bias Tail Index Estimators Under a Third-Order Framework
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+Asymptotic Distribution of Linear Combinations of Functions of Order Statistics with Applications to Estimation
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+Semi-parametric estimation for heavy tailed distributions
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+Q5485944
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+Normal rank
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+Q4342744
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+Normal rank
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+Estimating a tail exponent by modelling departure from a Pareto distribution
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+A new class of semi-parametric estimators of the second order parameter.
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+Q3762535
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+Normal rank
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+Sur la distribution limite du terme maximum d'une série aléatoire
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+Kernel estimators for the second order parameter in extreme value statistics
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+Estimation of the third-order parameter in extreme value statistics
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+A simple general approach to inference about the tail of a distribution
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+Asymptotic Statistics
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