Does bias reduction with external estimator of second order parameter work for endpoint?

DOI10.1016/j.jspi.2008.08.023zbMath1159.62013MaRDI QIDQ1011532

Liang Peng, Deyuan Li

Publication date: 8 April 2009

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2008.08.023

zbMATH Keywords

extreme value index

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62E20: Asymptotic distribution theory in statistics

62G32: Statistics of extreme values; tail inference

Related Items

Bias reduction for endpoint estimation, Empirical likelihood confidence intervals for the endpoint of a distribution function, Estimating an endpoint with high-order moments, Bias correction in extreme value statistics with index around zero, Bootstrapping endpoint

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