Does bias reduction with external estimator of second order parameter work for endpoint?
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Publication:1011532
DOI10.1016/j.jspi.2008.08.023zbMath1159.62013MaRDI QIDQ1011532
Publication date: 8 April 2009
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2008.08.023
62F12: Asymptotic properties of parametric estimators
62E20: Asymptotic distribution theory in statistics
62G32: Statistics of extreme values; tail inference
Related Items
Empirical likelihood confidence intervals for the endpoint of a distribution function, Estimating an endpoint with high-order moments
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