Bias reduction in the estimation of a shape second-order parameter of a heavy-tailed model
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Publication:5222295
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Cites work
- scientific article; zbMATH DE number 3903649 (Why is no real title available?)
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Cited in
(7)- The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements
- A bias-reduced estimator for the mean of a heavy-tailed distribution with an infinite second moment
- A semi-parametric estimator of a shape second-order parameter
- Refined estimation of a light tail: an application to environmental data
- Mean-of-order \(p\) reduced-bias extreme value index estimation under a third-order framework
- Bias reduction of a tail index estimator through an external estimation of the second-order parameter
- scientific article; zbMATH DE number 3940443 (Why is no real title available?)
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