``Asymptotically unbiased estimators of the tail index based on external estimation of the second order parameter

DOI10.1023/A:1020925908039zbMath1037.62044OpenAlexW114429124MaRDI QIDQ1424663

M. João Martins, M. Ivette Gomes

Publication date: 16 March 2004

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1020925908039

zbMATH Keywords

approximate maximum likelihood estimatorextremessemi-parametric estimationgeneralized jackknife statistics

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)

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