Alternatives to a semi-parametric estimator of parameters of rare events -- the jackknife methodology
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Publication:5954055
DOI10.1023/A:1011470010228zbMath0979.62038OpenAlexW140872396MaRDI QIDQ5954055
M. Manuela Neves, M. Ivette Gomes, M. João Martins
Publication date: 30 January 2002
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1011470010228
asymptotic biasasymptotic efficiencyasymptotic mean square errorHill estimatorgeneralized jackknifeheavy-tail index estimation
Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Statistics of extreme values; tail inference (62G32) Bootstrap, jackknife and other resampling methods (62F40)
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