A new partially reduced-bias mean-of-order \(p\) class of extreme value index estimators

DOI10.1016/j.csda.2014.08.017MaRDI QIDQ1623762

M. Ivette Gomes, Frederico Caeiro, Dinis Pestana, M. Fátima Brilhante

Publication date: 23 November 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2014.08.017

zbMATH Keywords

semiparametric estimation; bias estimation; statistics of extremes; optimal levels; heuristic methods; heavy right-tails

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

62G32: Statistics of extreme values; tail inference

Related Items

Mean-of-order \(p\) reduced-bias extreme value index estimation under a third-order framework

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