<?xml version="1.0" encoding="UTF-8"?><xml><records><record><source-app name="Biblio" version="6.x">Drupal-Biblio</source-app><ref-type>17</ref-type><contributors><authors><author><style face="normal" font="default" size="100%">Caeiro, Frederico</style></author><author><style face="normal" font="default" size="100%">Gomes, M.Ivette</style></author><author><style face="normal" font="default" size="100%">Rodrigues, Lígia Henriques</style></author></authors></contributors><titles><title><style face="normal" font="default" size="100%">Reduced-bias tail index estimators under a third-order framework.</style></title><secondary-title><style face="normal" font="default" size="100%">Commun. Stat., Theory Methods</style></secondary-title></titles><keywords><keyword><style  face="normal" font="default" size="100%">heavy tails</style></keyword><keyword><style  face="normal" font="default" size="100%">semi-parametric estimation</style></keyword><keyword><style  face="normal" font="default" size="100%">statistics of extremes}</style></keyword><keyword><style  face="normal" font="default" size="100%">{bias estimation</style></keyword></keywords><dates><year><style  face="normal" font="default" size="100%">2009</style></year></dates><number><style face="normal" font="default" size="100%">7</style></number><volume><style face="normal" font="default" size="100%">38</style></volume><pages><style face="normal" font="default" size="100%">1019-1040</style></pages><language><style face="normal" font="default" size="100%">eng</style></language><abstract><style face="normal" font="default" size="100%">&lt;p&gt;{Summary: We are interested in the comparison, under a third-order framework, of classes of second-order, reduced-bias tail index estimators, giving particular emphasis to minimum-variance reduced-bias estimators of the tail index $\gamma$. The full asymptotic distributional properties of the proposed classes are derived under a third-order framework and the estimators are compared with other alternatives, not only asymptotically, but also for finite samples through Monte Carlo techniques. An application to the log-exchange rates of the Euro against the USA Dollar is also provided.}&lt;/p&gt;
</style></abstract><notes><style face="normal" font="default" size="100%">&lt;p&gt;n/a&lt;/p&gt;
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