scientific article; zbMATH DE number 6383001

zbMATH Open1307.62134MaRDI QIDQ2935679FDOQ2935679

Authors: Rassoul Abdelaziz 

Publication date: 30 December 2014

Title of this publication is not available (Why is that?)

Recommendations

• Reduced-bias estimator of the conditional tail expectation of heavy-tailed distributions
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• 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

zbMATH Keywords

heavy tailsindexmeantrimmed meanhigh quantilesreduced bias

Mathematics Subject Classification ID

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

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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