Asymptotically unbiased estimation of the second order tail parameter
Year of publication: |
2012
|
---|---|
Authors: | de Wet, Tertius ; Goegebeur, Yuri ; Munch, Maria Reimert |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 82.2012, 3, p. 565-573
|
Publisher: |
Elsevier |
Subject: | Pareto-type distribution | Second order parameter | Third order condition | Bias correction |
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