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Bias in parametric estimation: reduction and useful side-effects

โœ Scribed by Kosmidis, Ioannis


Book ID
127197468
Publisher
Wiley (John Wiley & Sons)
Year
2014
Tongue
English
Weight
184 KB
Volume
6
Category
Article
ISSN
0163-1829

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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