Improved reduced-bias tail index and quantile estimators

Journal of Statistical Planning and Inference

Volumn 138, Issue 6, 2008, Pages 1851-1870

  Beirlant, Jan ^a   Figueiredo, Fernanda ^b   Ivette Gomes, M ^c   Vandewalle, Björn ^c  

^a UNIVERSITY OF LEUVEN   (Belgium)

^b UNIVERSITY OF PORTO   (Portugal)

^c UNIVERSITY OF LISBON   (Portugal)

Author keywords

Extreme value statistics; Heavy tails; High quantiles

Indexed keywords

EID: 39449102815     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2007.07.015     Document Type: Article

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