Gomes, M. Ivette; Brilhante, M. Fátima; Caeiro, Frederico - In: Computational Statistics & Data Analysis 82 (2015) C, pp. 223-237
A class of partially reduced-bias estimators of a positive extreme value index (EVI), related to a mean-of-order-p class of EVI-estimators, is introduced and studied both asymptotically and for finite samples through a Monte-Carlo simulation study. A comparison between this class and a...