Bias-corrected geometric-type estimators of the tail index

DOI10.1088/1751-8113/49/21/214003zbMath1342.62082OpenAlexW2342385535MaRDI QIDQ3186228

Ana Cristina Moreira Freitas, Margarida Brito, Laura Cavalcante

Publication date: 9 August 2016

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://hdl.handle.net/10216/88191

zbMATH Keywords

bias reductionextreme value theorytail index estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)

Related Items (1)

A review of more than one hundred Pareto-tail index estimators

Uses Software

• ismev
• Unnamed Item

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