A simple second-order reduced bias’ tail index estimator (Q5425738)
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scientific article; zbMATH DE number 5211765
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simple second-order reduced bias’ tail index estimator |
scientific article; zbMATH DE number 5211765 |
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A simple second-order reduced bias’ tail index estimator (English)
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14 November 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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Hill's estimator
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tables
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