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Bias-corrected geometric-type estimators of the tail index

The estimation of the tail index is a central topic in extreme value analysis. We consider a geometric-type estimator for the tail index and study its asymptotic properties. We propose here two asymptotic equivalent bias-corrected geometric-type estimators and establish the corresponding asymptotic behaviour. We also apply the suggested estimators to construct asymptotic confidence intervals for this tail param...

Modeling of Extremal Earthquakes

Bias corrected geometric-type estimators

http://cmup.fc.up.pt/main/content/bias-corrected-geometric-type-estimators