Browsing Natural and Agricultural Sciences by Subject "Tail estimation"

Browsing Natural and Agricultural Sciences by Subject "Tail estimation"

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  • Bias reduced peaks over threshold tail estimation 
    Beirlant, Jan; Maribe, Gaonyalelwe; Naveau, Philippe; Verster, Andréhette (National Statistical Institute of Portugal, 2022-07)
    Bias reduction in tail estimation has mainly been performed in case of Pareto-type models; see for instance Drees (1996), Peng (1998), Feuerverger and Hall (1999), Beirlant et al. (1999, 2002), Gomes and Martins (2002) and ...