Bias reduction for endpoint estimation

DOI10.1007/s10687-010-0118-2zbMath1329.62231OpenAlexW2124263612MaRDI QIDQ906625

Liang Peng, Deyuan Li, Xin Ping Xu

Publication date: 22 January 2016

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-010-0118-2

zbMATH Keywords

order statisticsbias reductionextreme value indexendpoint

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)

Related Items (8)

Tail asymptotics of generalized deflated risks with insurance applications ⋮ Bias correction in extreme value statistics with index around zero ⋮ On variances and covariances of a kind of extreme order statistics ⋮ A location-invariant non-positive moment-type estimator of the extreme value index ⋮ On dealing with the unknown population minimum in parametric inference ⋮ Estimating an endpoint with high-order moments ⋮ Estimating an endpoint with high order moments in the Weibull domain of attraction ⋮ On the estimation of Pareto fronts from the point of view of copula theory

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