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 Cincias (DEIO) and CEAUL, Universidade de Lisboa, Edificio c6, Piso 4, Cidade Universitria, Campo Grande, Lisboa, Portugal
	^b Departamento de Matemtica, 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

Published in: journal

Statistics, Volume 38, Issue 6 December 2004 , pages 497 - 510

Subjects: Mathematical Statistics; Statistical Theory & Methods; Statistics; Statistics for the Biological Sciences; Stochastic Models & Processes;

Number of References: 20

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