Reduced-Bias Tail Index Estimators Under a Third-Order Framework (Q3631430)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reduced-Bias Tail Index Estimators Under a Third-Order Framework |
scientific article |
Statements
Reduced-Bias Tail Index Estimators Under a Third-Order Framework (English)
0 references
9 June 2009
0 references
bias estimation
0 references
heavy tails
0 references
semi-parametric estimation
0 references
statistics of extremes
0 references
