Reduced-bias heavy-tailed index estimation under a third order framework

MaRDI QIDQ3132336zbMATH OpenFDO

Authors Qingmei Feng

Publication date 29 January 2018

zbMATH Keywords

heavy-tailed indexMonte Carlo simulationreduced-bias estimationthird-order framework

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12)

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Cited in

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• Reduced-Bias Tail Index Estimators Under a Third-Order Framework

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