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Semi-parametric second-order reduced-bias high quantile estimation
Caeiro, Frederico; Gomes, M. - In: TEST: An Official Journal of the Spanish Society of … 18 (2009) 2, pp. 392-413
Persistent link: https://www.econbiz.de/10005004341
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A class of asymptotically unbiased semi-parametric estimators of the tail index
Caeiro, Frederico; Gomes, M. Ivette - In: TEST: An Official Journal of the Spanish Society of … 11 (2002) 2, pp. 345-364
Persistent link: https://www.econbiz.de/10005390572
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A weighted mean excess function approach to the estimation of Weibull-type tails
Goegebeur, Yuri; Guillou, Armelle - In: TEST: An Official Journal of the Spanish Society of … 20 (2011) 1, pp. 138-162
Persistent link: https://www.econbiz.de/10009400194
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Averages of Hill estimators
Martins, M. João; Gopmes, M. Ivette; Neves, M. Manuela - In: TEST: An Official Journal of the Spanish Society of … 13 (2004) 1, pp. 113-128
Persistent link: https://www.econbiz.de/10005390625
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Skew t distributions via the sinh-arcsinh transformation
Rosco, J.; Jones, M.; Pewsey, Arthur - In: TEST: An Official Journal of the Spanish Society of … 20 (2011) 3, pp. 630-652
Persistent link: https://www.econbiz.de/10009400171