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Cited article:
Julien Worms , Rym Worms
ESAIM: PS, 16 (2012) 97-113
Published online: 2012-07-03
This article has been cited by the following article(s):
10 articles
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A New Class of Reduced-Bias Generalized Hill Estimators
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Improved Estimators of Tail Index and Extreme Quantiles under Dependence Serials
Mamadou Aliou Barry, El Hadji Deme, Aba Diop and Solym M. Manou-Abi Mathematical Methods of Statistics 32 (2) 133 (2023) https://doi.org/10.3103/S1066530723020011
Box-Cox Transformations and Bias Reduction in Extreme Value Theory
Lígia Henriques-Rodrigues, M. Ivette Gomes and Christophe Chesneau Computational and Mathematical Methods 2022 1 (2022) https://doi.org/10.1155/2022/3854763
Minimum‐variance reduced‐bias estimation of the extreme value index: A theoretical and empirical study
Frederico Caeiro, Lígia Henriques‐Rodrigues, M. Ivette Gomes and Ivanilda Cabral Computational and Mathematical Methods 2 (4) (2020) https://doi.org/10.1002/cmm4.1101
Estimating the Second-Order Parameter of Regular Variation and Bias Reduction in Tail Index Estimation Under Random Truncation
Nawel Haouas, Abdelhakim Necir and Brahim Brahimi Journal of Statistical Theory and Practice 13 (1) (2019) https://doi.org/10.1007/s42519-018-0017-4
Mean-of-order p reduced-bias extreme value index estimation under a third-order framework
Frederico Caeiro, M. Ivette Gomes, Jan Beirlant and Tertius de Wet Extremes 19 (4) 561 (2016) https://doi.org/10.1007/s10687-016-0261-5
Frederico Caeiro and Dora Prata Gomes 1702 030005 (2015) https://doi.org/10.1063/1.4938771
A Test for Comparing Tail Indices for Heavy-Tailed Distributions via Empirical Likelihood
Julien Worms and Rym Worms Communications in Statistics - Theory and Methods 44 (15) 3289 (2015) https://doi.org/10.1080/03610926.2013.823204
Bias reduction in the estimation of a shape second-order parameter of a heavy-tailed model
Frederico Caeiro and M. Ivette Gomes Journal of Statistical Computation and Simulation 85 (17) 3405 (2015) https://doi.org/10.1080/00949655.2014.975707