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most citedConstant versus Covariate Dependent Threshold in the Peaks-Over Threshold Method

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stat.ME2021

A Reduced-Bias Weighted least square estimation of the Extreme Value Index

E. Ocran, R. Minkah, K. Doku-Amponsah

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 sho…