Weighted moment estimators for the second order scale parameter (Q1930614): Difference between revisions

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+Tail index estimation and an exponential regression model
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+A new class of estimators of a ``scale'' second order parameter
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+Q5303070
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+Normal rank
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+Q3434069
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+Normal rank
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+Reduced-Bias Tail Index Estimators Under a Third-Order Framework
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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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+On Smooth Statistical Tail Functionals
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+Normal rank
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+Estimating a tail exponent by modelling departure from a Pareto distribution
+Normal rank
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+A new class of semi-parametric estimators of the second order parameter.
+Normal rank
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+A Hill Type Estimator of the Weibull Tail-Coefficient
+Normal rank
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+Sur la distribution limite du terme maximum d'une série aléatoire
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+Estimation of the third-order parameter in extreme value statistics
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+Q5303075
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+Normal rank
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+Kernel estimators for the second order parameter in extreme value statistics
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+``Asymptotically unbiased'' estimators of the tail index based on external estimation of the second order parameter
+Normal rank
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+Semi-parametric estimation of the second order parameter in statistics of extremes
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+Tail Index Estimation for Heavy-Tailed Models: Accommodation of Bias in Weighted Log-Excesses
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+A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator
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+Tail index and second-order parameters’ semi-parametric estimation based on the log-excesses
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+Adaptive estimates of parameters of regular variation
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+A simple general approach to inference about the tail of a distribution
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+On the theory of order statistics
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+Normal rank