Reduced-Bias Tail Index Estimators Under a Third-Order Framework

DOI10.1080/03610920802361415zbMath1162.62357OpenAlexW2157789870MaRDI QIDQ3631430

Lígia Henriques-Rodrigues, M. Ivette Gomes, Frederico Caeiro

Publication date: 9 June 2009

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: http://www.informaworld.com/smpp/./content~db=all~content=a909713582

zbMATH Keywords

heavy tailsbias estimationstatistics of extremessemi-parametric estimation

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric estimation (62G05) Statistics of extreme values; tail inference (62G32) General considerations in statistical decision theory (62C05)

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