A bias-reduced estimator for the mean of a heavy-tailed distribution with an infinite second moment (Q1948171)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A bias-reduced estimator for the mean of a heavy-tailed distribution with an infinite second moment |
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A bias-reduced estimator for the mean of a heavy-tailed distribution with an infinite second moment (English)
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2 May 2013
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bias reduction
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extreme values
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heavy-tailed distributions
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Hill estimator
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t-Hill estimator
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mean
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peng estimator
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regular variation
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tail index
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