Bias reduction for endpoint estimation
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Publication:906625
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
Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)
Related Items
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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