A class of asymptotically unbiased semi-parametric estimators of the tail index. (Q1872866)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A class of asymptotically unbiased semi-parametric estimators of the tail index. |
scientific article; zbMATH DE number 1911844
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A class of asymptotically unbiased semi-parametric estimators of the tail index. |
scientific article; zbMATH DE number 1911844 |
Statements
A class of asymptotically unbiased semi-parametric estimators of the tail index. (English)
0 references
18 May 2003
0 references
extremes
0 references
finite sample behavior
0 references
Student models
0 references
robustness
0 references
simulations
0 references
0 references
0 references
0.94810903
0 references
0 references
0.91649354
0 references
0.91272056
0 references
0.9064898
0 references
0.9011966
0 references
