搜索结果: 1-1 共查到“Hill estimator”相关记录1条 . 查询时间(0.069 秒)
DIRECT REDUCTION OF BIAS OF THE CLASSI-CAL HILL ESTIMATOR
Statistics of Extremes semi-parametric estimation bias estimation heavy tails
2009/2/26
In this paper we are interested in an adequate estimation of the dominant component
of the bias of Hill's estimator of a positive tail index °, in order to remove it from
the classical Hill estimato...