Testing for small bias of tail index estimators

Csörgö, Sándor, Viharos, László . Journal of Computational & Applied Mathematics 2006. 186 (1) :232-252

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Bibtex

@article{CIS-214387,
  Author = {Csörgö, Sándor and Viharos, László},
  Title = {Testing for small bias of tail index estimators},
  Journal = {Journal of Computational & Applied Mathematics},
  Volume = {186},
  Number = {1},
  Year = {2006},
  Pages = {232--252},
  Keywords = {Kernel estimator, weight estimators, asymptotic joint distributions, adaptive (t) estimators}
}

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