Bias reduction for high quantiles

Journal of Statistical Planning and Inference

Volumn 140, Issue 9, 2010, Pages 2433-2441

  Li, Deyuan ^a   Peng, Liang ^b   Yang, Jingping ^c  

^a FUDAN UNIVERSITY   (China)

^b GEORGIA INSTITUTE OF TECHNOLOGY   (United States)

^c PEKING UNIVERSITY   (China)

Author keywords

Bias reduction; High quantile; Second order regular variation; Tail index

Indexed keywords

EID: 77952550506     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2010.02.025     Document Type: Article

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