Improved reduced-bias tail index and quantile estimators
Authors:
- Jan BeirlantJBJan Beirlant
- Fernanda FigueiredoFFFernanda Figueiredo
- M. Ivette GomesM. Ivette Gomes
- Björn VandewalleBVBjörn Vandewalle
- 1 July 2008
- journal article
- Published by Elsevier in Journal of Statistical Planning and Inference
- Vol. 138 (6) , 1851-1870
Abstract
No abstract availableKeywords
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