Mixed moment estimator and location invariant alternatives

By M. I. Fraga Alves, M. Ivette Gomes, Laurens de Haan, Cláudia Neves. 2009

57 citations recorded by the source corpus.

Subfields: Finance, Global and Planetary Change

View Paper: https://www.semanticscholar.org/paper/5b771c6507f223c98790cdcc2827acb212f82395

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Frederico Caeiro
2. Lígia Henriques Rodrigues
3. M. Ivette Gomes
4. Dinis D. Pestana
5. Jan Beirlant
6. Stéphane Girard
7. Laurens de Haan
8. Yuri Goegebeur

In Global and Planetary Change

1. Frederico Caeiro
2. Lígia Henriques Rodrigues
3. M. Ivette Gomes
4. Stéphane Girard
5. Jan Beirlant

Citations in the corpus

• Reduced-Bias Tail Index Estimators Under a Third-Order Framework (2009, background): “Despite of this, it is sensible to understand the comparative behavior at optimal levels of these MVRB estimators and the other reduced-bias estimators, not only for finite samples, but also asymptotically, as recently done in Gomes and Neves ( 2008 ) for some of the classical estimators, like the w”