Semi-parametric second-order reduced-bias high quantile estimation-Reference-Cited by-同舟云学术

Semi-parametric second-order reduced-bias high quantile estimation

Published:2008-03-26 Issue:2 Volume:18 Page:392-413
ISSN:1133-0686
Container-title:TEST
language:en
Short-container-title:TEST

Author:

Caeiro Frederico,Gomes M. Ivette

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/s11749-008-0108-8.pdf

Reference30 articles.

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2. Beirlant J, Figueiredo F, Gomes MI, Vandewalle B (2006) Improved reduced bias tail index and quantile estimators. J Stat Plan Inference. doi: 10.1016/j.jspi.2007.07.015

3. Caeiro F (2006) Estimação de parâmetros de acontecimentos raros. PhD thesis, FCUL, Universidade de Lisboa

4. Caeiro F, Gomes MI (2006) A new class of estimators of a “scale” second order parameter. Extremes 9:193–211

5. Caeiro F, Gomes MI (2008) Minimum-variance reduced-bias tail index and high quantile estimation. Revstat 6(1):1–20

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