Reduced‐bias tail index estimation and the jackknife methodology
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Publication:3592389
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- scientific article; zbMATH DE number 2171263
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Cites work
- scientific article; zbMATH DE number 3471414 (Why is no real title available?)
- scientific article; zbMATH DE number 1995697 (Why is no real title available?)
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Cited in
(22)- Local estimation of the second-order parameter in extreme value statistics and local unbiased estimation of the tail index
- Asymptotic comparison at optimal levels of reduced-bias extreme value index estimators
- Direct reduction of bias of the classical Hill estimator
- The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements
- Bias correction in extreme value statistics with index around zero
- Asymptotic comparison of the mixed moment and classical extreme value index estimators
- Reduced-Bias Tail Index Estimators Under a Third-Order Framework
- Multivariate Hill Estimators
- Semi-parametric tail inference through probability-weighted moments
- A review of more than one hundred Pareto-tail index estimators
- A simple generalisation of the Hill estimator
- Bias reduction and explicit semi-parametric estimation of the tail index
- Asymptotically unbiased estimation of the coefficient of tail dependence
- scientific article; zbMATH DE number 2171263 (Why is no real title available?)
- scientific article; zbMATH DE number 5492169 (Why is no real title available?)
- Jackknife methodology for bias reduction in tail index estimation under random truncation
- scientific article; zbMATH DE number 3940443 (Why is no real title available?)
- Tail index estimation for heavy tails; accommodation of bias in the excesses over a high threshold
- Subsampling techniques and the jackknife methodology in the estimation of the extremal index
- A simple second-order reduced bias’ tail index estimator
- Semi-parametric estimation for heavy tailed distributions
- An estimator of heavy tail index through the generalized jackknife methodology
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