A new partially reduced-bias mean-of-order \(p\) class of extreme value index estimators
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Publication:1623762
DOI10.1016/j.csda.2014.08.017MaRDI QIDQ1623762
M. Fátima Brilhante, M. Ivette Gomes, Dinis Pestana, Frederico Caeiro
Publication date: 23 November 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2014.08.017
semiparametric estimation; bias estimation; statistics of extremes; optimal levels; heuristic methods; heavy right-tails
62-08: Computational methods for problems pertaining to statistics
62G32: Statistics of extreme values; tail inference
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