Articles citing this article

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Cited article:

Tail Inference With Probability Weighted Moments

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Mathematical Methods in the Applied Sciences 48 (11) 10817 (2025)
https://doi.org/10.1002/mma.10922

A New Class of Reduced-Bias Generalized Hill Estimators

Lígia Henriques-Rodrigues, Frederico Caeiro and M. Ivette Gomes
Mathematics 12 (18) 2866 (2024)
https://doi.org/10.3390/math12182866

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

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