Bias reduction in the estimation of a shape second-order parameter of a heavy-tailed model

TitleBias reduction in the estimation of a shape second-order parameter of a heavy-tailed model
Publication TypeJournal Article
Year of Publication2015
AuthorsCaeiro F, Ivette, Gomes M
JournalJOURNAL OF STATISTICAL COMPUTATION AND SIMULATION
Volume85
Pagination3405-3419
ISSN0094-9655
DOI10.1080/00949655.2014.975707