Publication:5429823
From MaRDI portal
M. João Martins, Ivette Gomes, M. Manuela Neves
Publication date: 4 December 2007
heavy tails; maximum likelihood; bias estimation; statistics of extremes; semi-parametric estimation
62H12: Estimation in multivariate analysis
62G32: Statistics of extreme values; tail inference
65C05: Monte Carlo methods
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