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Bias reduction in the estimation of a shape second-order parameter of a heavy-tailed model
Frederico Caeiro
, M. Ivette Gomes
CMA - Centro de Matemática e Aplicações
DM - Departamento de Matemática
Research output
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Contribution to journal
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Article
›
peer-review
15
Citations (Scopus)
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Dive into the research topics of 'Bias reduction in the estimation of a shape second-order parameter of a heavy-tailed model'. Together they form a unique fingerprint.
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Mathematics
Bias Reduction
88%
Class
4%
Estimator
19%
Extreme Value Index
23%
Extreme Value Theory
20%
Limit Laws
19%
Linearly
13%
Methodology
11%
Model
21%
Monte Carlo Simulation
14%
Order Parameter
79%
Order Statistics
31%
Parameter Tuning
39%
Performance
9%
Simulation Study
11%
Speed of Convergence
19%
Statistics of Extremes
25%
Business & Economics
Bias Reduction
100%
Extreme Value Theory
10%
Methodology
4%
Monte Carlo Simulation
12%
Order Statistics
23%
Performance
3%
Semiparametric Estimators
11%
Simulation Study
7%
Speed of Convergence
10%
Statistics
6%
Engineering & Materials Science
Statistics
48%
Tuning
33%