A class of asymptotically unbiased semi-parametric estimators of the tail index

Frederico Caeiro and M. Ivette Gomes ()

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2002, vol. 11, issue 2, 345-364

Keywords: Statistical theory of extremes; semi-parametric estimation; Primary 62G05; 62E25; 62E20; Secondary 62F35 (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (4)

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DOI: 10.1007/BF02595711

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