Mean-of-order \(p\) reduced-bias extreme value index estimation under a third-order framework (Q347140)
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scientific article; zbMATH DE number 6657838
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| English | Mean-of-order \(p\) reduced-bias extreme value index estimation under a third-order framework |
scientific article; zbMATH DE number 6657838 |
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Mean-of-order \(p\) reduced-bias extreme value index estimation under a third-order framework (English)
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30 November 2016
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bias estimation
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heavy tails
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optimal levels
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semiparametric reduced-bias estimation
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statistics of extremes
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Hill estimator
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Monte Carlo simulation
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0.9125683903694152
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0.8862205743789673
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0.881279706954956
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0.8672792911529541
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0.8582675457000732
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