Direct reduction of bias of the classical Hill estimator (Q3434069)
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scientific article; zbMATH DE number 5145517
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| English | Direct reduction of bias of the classical Hill estimator |
scientific article; zbMATH DE number 5145517 |
Statements
23 April 2007
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statistics of extremes
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semi-parametric estimation
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bias estimation
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heavy tails
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0.9384139180183412
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0.8529483675956726
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0.850999653339386
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0.8486687541007996
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0.835804283618927
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