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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 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
Subjects:
Mathematical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Number of References: 20
Formats available:
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(English)
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PDF
(English)
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