Semi-parametric second-order reduced-bias high quantile estimation (Q619113)

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Semi-parametric second-order reduced-bias high quantile estimation
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    title
    Semi-parametric second-order reduced-bias high quantile estimation (English)
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    author
    Frederico Caeiro
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    M. Ivette Gomes
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    published in
    Test
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    publication date
    22 January 2011
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    Mathematics Subject Classification ID
    62G05
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    62G32
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    62E20
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    65C05
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    62P05
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    zbMATH DE Number
    5840501
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    zbMATH Keywords
    heavy tails
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    high quantiles
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    semi-parametric estimation
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    statistics of extremes
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