Does bias reduction with external estimator of second order parameter work for endpoint?

DOI10.1016/j.jspi.2008.08.023zbMath1159.62013OpenAlexW2057532688MaRDI QIDQ1011532

Deyuan Li, Liang Peng

Publication date: 8 April 2009

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2008.08.023

zbMATH Keywords

extreme value index

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32)

Related Items (9)

Bias correction in extreme value statistics with index around zero ⋮ Bootstrapping endpoint ⋮ A location-invariant non-positive moment-type estimator of the extreme value index ⋮ Extreme Value Theory and Statistics of Univariate Extremes: A Review ⋮ On dealing with the unknown population minimum in parametric inference ⋮ Bias reduction for standard and extreme estimates ⋮ Estimating an endpoint with high-order moments ⋮ Bias reduction for endpoint estimation ⋮ Empirical likelihood confidence intervals for the endpoint of a distribution function

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