scientific article; zbMATH DE number 6383001

MaRDI QIDQ2935679zbMATH OpenFDO

Authors Rassoul Abdelaziz

Publication date 30 December 2014

zbMATH Keywords

heavy tailsindexmeantrimmed meanhigh quantilesreduced bias

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Statistics of extreme values; tail inference (62G32)

Recommendations

• Reduced-bias estimator of the conditional tail expectation of heavy-tailed distributions
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• A bias-reduced estimator for the mean of a heavy-tailed distribution with an infinite second moment
• Estimating the mean of a heavy tailed distribution
• Estimating the mean of heavy-tailed distributions
• Bias reduction for standard and extreme estimates
• Bias reduction and explicit semi-parametric estimation of the tail index
• Bias reduction for high quantiles
• Bias reduced peaks over threshold tail estimation

Cited in

(5)

• Bias reduction for the ratio of means
• Reduced-bias heavy-tailed index estimation under a third order framework
• A bias-reduced estimator for the mean of a heavy-tailed distribution with an infinite second moment
• Estimating the mean of a heavy tailed distribution
• Kernel-type estimator of the mean for a heavy tailed distribution

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