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Journal of Statistical Theory and Practice Volume 12, 2018 - Issue 2
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Original Articles

Location-invariant reduced-bias tail index estimation under a third-order framework

Lígia Henriques-RodriguesIME, University of São Paulo, Butantã, São Paulo, Brazil;CEAUL, University of Lisbon, Lisbon, PortugalCorrespondence[email protected]
ORCID Iconhttp://orcid.org/0000-0003-4881-4188View further author information
ORCID Icon &
M. Ivette GomesCEAUL, University of Lisbon, Lisbon, Portugal;University of Lisbon, DEIO, FCUL, Lisbon, PortugalView further author information
Pages 206-230 | Received 15 Dec 2016, Accepted 11 Jun 2017, Published online: 21 Jul 2017

Citations (4)

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Read on this site (2)

Lvyun Zhang & Shouquan Chen. (2023) A class of location invariant estimators for heavy tailed distributions. Communications in Statistics - Theory and Methods 52:3, pages 896-917.
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Shuang Hu, Zuoxiang Peng & Saralees Nadarajah. (2022) Location invariant heavy tail index estimation with block method. Statistics 56:3, pages 479-497.
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Articles from other publishers (2)

M. Ivette Gomes, Lígia Henriques-Rodrigues & Dinis Pestana. (2022) Non-regular Frameworks and the Mean-of-Order p Extreme Value Index Estimation. Journal of Statistical Theory and Practice 16:3.
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Frederico Caeiro, Ayana Mateus & Louiza Soltane. (2021) A class of weighted Hill estimators. Computational and Mathematical Methods 3:6.
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