مرکز منطقه ای اطلاع رساني علوم و فناوري - Bias reduction and explicit semi-parametric estimation of the tail index

Title of article :

Bias reduction and explicit semi-parametric estimation of the tail index

Author/Authors :

M. Ivette Gomes، نويسنده , , M. Joao Martins، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2004

Pages :

From page :

361

To page :

378

Keywords :

Statistical theory of extremes , Semi-Parametric Estimation , Maximum likelihood and leastsquares estimation

Journal title :

Journal of Statistical Planning and Inference

Serial Year :

2004

Journal title :

Journal of Statistical Planning and Inference

Record number :

219730

Link To Document :