A class of asymptotically unbiased semi-parametric estimators of the tail index.

DOI10.1007/BF02595711zbMath1039.62041MaRDI QIDQ1872866

M. Ivette Gomes, Frederico Caeiro

Publication date: 18 May 2003

Published in: Test (Search for Journal in Brave)

zbMATH Keywords

robustness; simulations; extremes; finite sample behavior; Student models

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

62G32: Statistics of extreme values; tail inference

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