A simple generalisation of the Hill estimator

Computational Statistics and Data Analysis

Volumn 57, Issue 1, 2013, Pages 518-535

  Fatima Brilhante M ^a   Ivette Gomes, M ^b,c   Pestana, Dinis ^b  

^a UNIVERSITY OF THE AZORES   (Portugal)

^b Center of Statistics Applications of Lisbon University CEAUL   (Portugal)

^c UNIVERSITY OF LISBON   (Portugal)

Author keywords

Bias estimation; Bootstrap methodology; Heavy tails; Optimal levels; Semi parametric estimation; Statistics of extremes

Indexed keywords

BIAS ESTIMATION; BOOTSTRAP METHODOLOGY; HEAVY-TAILS; OPTIMAL LEVEL; SEMI PARAMETRIC ESTIMATION; STATISTICS OF EXTREMES;

ADAPTIVE ALGORITHMS; ASYMPTOTIC ANALYSIS; ESTIMATION; OPTIMIZATION;

PARAMETER ESTIMATION;

EID: 84865432784     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2012.07.019     Document Type: Article

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