๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

A new approach on estimation of the tail index

โœ Scribed by Dimitris N. Politis


Publisher
Elsevier Science
Year
2002
Tongue
English
Weight
56 KB
Volume
335
Category
Article
ISSN
1631-073X

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Bias reduction and explicit semi-paramet
โœ M.Ivette Gomes; M.Joรฃo Martins ๐Ÿ“‚ Article ๐Ÿ“… 2004 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 737 KB

In this paper, and in a context of regularly varying tails, we analyse particular but interesting cases of the maximum likelihood and least squares estimators proposed by Feuerverger and Hall (Ann. Statist. 27 (1999) 760). All these estimators are alternatives to a well-known estimator of the tail i