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Bias-corrected geometric-type estimators of the tail index

Journal Article published 26 Apr 2016 in Journal of Physics A: Mathematical and Theoretical volume 49 issue 21 on page 214003

Research funded by Fundação para a Ciência e a Tecnologia (PTDC/MAT/120346/2010, SFRH/BD/60642/2009, SFRH/BPD/66174/2009, UID/MAT/00144/2013)

Authors: Margarida Brito, Laura Cavalcante, Ana Cristina Moreira Freitas