Bias reduction of a tail index estimator through an external estimation of the second-order parameter
Authors:
M. Ivette Gomes a;
Frederico Caeiro b;
Fernanda Figueiredo c
| Affiliations: | a Faculdade de Ci ncias (DEIO) and CEAUL, Universidade de Lisboa, Edificio c6, Piso 4, Cidade Universit ria, Campo Grande, Lisboa, Portugal |
b Departamento de Matem tica, Universidade Nova de Lisboa, FCT, Portugal |
|
| c Faculdade de Economia and CEAUL, Universidade do Porto, Portugal |
DOI:
10.1080/02331880412331284304
Publication Frequency:
6 issues per year
Subjects:
Mathematical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Number of References: 20
Formats available:
HTML
(English)
:
PDF
(English)
References
This article has 20 references. You must have access to this article in order to view its references.

Download Citation


ncias (DEIO) and CEAUL, Universidade de Lisboa, Edificio c6, Piso 4, Cidade Universit
ria, Campo Grande, Lisboa, Portugal