New Reduced-bias Estimators of a Positive Extreme Value Index

DOI10.1080/03610918.2013.875567zbMath1342.62083OpenAlexW2150383603MaRDI QIDQ3178492

M. Ivette Gomes, Dinis Pestana, M. Fátima Brilhante

Publication date: 14 July 2016

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2013.875567

zbMATH Keywords

Monte Carlo simulationheavy tailsbias estimationstatistics of extremessemi-parametric reduced-bias estimation

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Monte Carlo methods (65C05)

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