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

Frederico Caeiro () and M. Gomes ()

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2009, vol. 18, issue 2, 392-413

Keywords: Heavy tails; High quantiles; Semi-parametric estimation; Statistics of extremes; 62G32; 62E20; 65C05 (search for similar items in EconPapers)
Date: 2009
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DOI: 10.1007/s11749-008-0108-8

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