New Reduced-bias Estimators of a Positive Extreme Value Index
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Publication:3178492
DOI10.1080/03610918.2013.875567zbMath1342.62083OpenAlexW2150383603MaRDI QIDQ3178492
M. Ivette Gomes, Dinis Pestana, M. Fátima Brilhante
Publication date: 14 July 2016
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2013.875567
Monte Carlo simulationheavy tailsbias estimationstatistics of extremessemi-parametric reduced-bias estimation
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