Bias reduction of a tail index estimator through an external estimation of the second-order parameter - NOVA Math

Bias reduction of a tail index estimator through an external estimation of the second-order parameter

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NOVA Math Publications

Statistics and Risk Management

Article
Gomes,MI;Caeiro,F;Figueiredo,F
STATISTICS

2004
38
6
497-510
10.1080/02331880412331284304