Bias reduction of a tail index estimator through an external estimation of the second-order parameter (Q4651105)
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scientific article; zbMATH DE number 2135460
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bias reduction of a tail index estimator through an external estimation of the second-order parameter |
scientific article; zbMATH DE number 2135460 |
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Bias reduction of a tail index estimator through an external estimation of the second-order parameter (English)
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21 February 2005
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theory of extremes
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semi-parametric estimation
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