Adapting the Hill estimator to distributed inference: dealing with the bias

DOI10.1007/s10687-022-00440-yOpenAlexW4226165857MaRDI QIDQ2158810

Deyuan Li, Chen Zhou, Liujun Chen

Publication date: 26 July 2022

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2112.10329

zbMATH Keywords

extreme value indexbias correctiondistributed inference

Mathematics Subject Classification ID

Statistical distribution theory (62Exx)

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