Open Access
Research Article·pp. 1499–1523·Vol. 27, Issue 8Nov 2024
A reduced-bias weighted least squares estimation of the extreme value index
By E. Ocran, R. Minkah, Kwabena Doku-Amponsah
Published Online: 18 Dec 2024DOI: 10.47974/JSMS-981
In this paper: In this paper, we propose a reduced-bias estimator of the EVI for Pareto-type tails (heavy-tailed) distributions. This is derived using the weighted least squares method. It is shown that the estimato...
