Reduced-Bias Tail Index Estimators Under a Third-Order Framework

By Caeiro Frederico  

Communications in Statistics: Theory and Methods, Vol. 38, Iss. 7, 2009-01 ,pp. : 1019-1040

Taylor & Francis Ltd

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Estimation of the Bias of the Maximum Likelihood Estimators in an Extreme Value Context

By Beirlant Jan   Geffray Ségolen   Guillou Armelle  

Communications in Statistics: Theory and Methods, Vol. 40, Iss. 22, 2011-11 ,pp. : 3959-3971

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Accounting for threshold uncertainty in extreme value estimation

By Tancredi Andrea   Anderson Clive   O’Hagan Anthony  

Extremes, Vol. 9, Iss. 2, 2006-06 ,pp. : 87-106

Springer Publishing Company

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Asymptotic normality of location invariant heavy tail index estimator

By Li Jiaona   Peng Zuoxiang   Nadarajah Saralees  

Extremes, Vol. 13, Iss. 3, 2010-09 ,pp. : 269-290

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A bias-reduced approach to density estimation using Bernstein polynomials

By Leblanc Alexandre  

Journal of Nonparametric Statistics, Vol. 22, Iss. 4, 2010-05 ,pp. : 459-475

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