{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,10,11]],"date-time":"2025-10-11T01:27:20Z","timestamp":1760146040833,"version":"build-2065373602"},"reference-count":52,"publisher":"MDPI AG","issue":"18","license":[{"start":{"date-parts":[[2024,9,14]],"date-time":"2024-09-14T00:00:00Z","timestamp":1726272000000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/creativecommons.org\/licenses\/by\/4.0\/"}],"funder":[{"DOI":"10.13039\/501100001871","name":"National Funds through FCT\u2014Funda\u00e7\u00e3o para a Ci\u00eancia e a Tecnologia\u2014projects UIDB\/MAT\/04674\/2020 (CIMA)","doi-asserted-by":"publisher","award":["UIDB\/00297\/2020","UIDP\/00297\/2020","UIDB\/00006\/2020"],"award-info":[{"award-number":["UIDB\/00297\/2020","UIDP\/00297\/2020","UIDB\/00006\/2020"]}],"id":[{"id":"10.13039\/501100001871","id-type":"DOI","asserted-by":"publisher"}]},{"name":"project 10.54499\/CEECINST\/00054\/2018\/CP1522\/CT0003","award":["UIDB\/00297\/2020","UIDP\/00297\/2020","UIDB\/00006\/2020"],"award-info":[{"award-number":["UIDB\/00297\/2020","UIDP\/00297\/2020","UIDB\/00006\/2020"]}]}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Mathematics"],"abstract":"<jats:p>The estimation of the extreme value index (EVI) is a crucial task in the field of statistics of extremes, as it provides valuable insights into the tail behavior of a distribution. For models with a Pareto-type tail, the Hill estimator is a popular choice. However, this estimator is susceptible to bias, which can lead to inaccurate estimations of the EVI, impacting the reliability of risk assessments and decision-making processes. This paper introduces a novel reduced-bias generalized Hill estimator, which aims to enhance the accuracy of EVI estimation by mitigating the bias.<\/jats:p>","DOI":"10.3390\/math12182866","type":"journal-article","created":{"date-parts":[[2024,9,16]],"date-time":"2024-09-16T07:36:00Z","timestamp":1726472160000},"page":"2866","update-policy":"https:\/\/doi.org\/10.3390\/mdpi_crossmark_policy","source":"Crossref","is-referenced-by-count":1,"title":["A New Class of Reduced-Bias Generalized Hill Estimators"],"prefix":"10.3390","volume":"12","author":[{"ORCID":"https:\/\/orcid.org\/0000-0003-4881-4188","authenticated-orcid":false,"given":"L\u00edgia","family":"Henriques-Rodrigues","sequence":"first","affiliation":[{"name":"School of Science and Technology and Research Center in Mathematics and Applications (CIMA), University of \u00c9vora, 7000-671 \u00c9vora, Portugal"}]},{"ORCID":"https:\/\/orcid.org\/0000-0001-8628-7281","authenticated-orcid":false,"given":"Frederico","family":"Caeiro","sequence":"additional","affiliation":[{"name":"NOVA School of Science and Technology (NOVA FCT) and Center for Mathematics and Applications (CMA), NOVA University Lisbon, 2829-516 Caparica, Portugal"}]},{"ORCID":"https:\/\/orcid.org\/0000-0002-2903-6993","authenticated-orcid":false,"given":"M. Ivette","family":"Gomes","sequence":"additional","affiliation":[{"name":"Department of Statistics and Operational Research (DEIO), Faculty of Sciences of the University of Lisbon (FCUL) and Centre of Statistics and its Applications (CEAUL), University of Lisbon (ULisboa), 1749-016 Lisbon, Portugal"}]}],"member":"1968","published-online":{"date-parts":[[2024,9,14]]},"reference":[{"key":"ref_1","first-page":"93","article-title":"Sur la loi de probabilit\u00e9 de l\u2019\u00e9cart maximum","volume":"6","year":"1927","journal-title":"Ann. Soc. Math. Polon."},{"key":"ref_2","doi-asserted-by":"crossref","first-page":"180","DOI":"10.1017\/S0305004100015681","article-title":"Limiting forms of the frequency distribution of the largest or smallest member of a sample","volume":"24","author":"Fisher","year":"1928","journal-title":"Math. Proc. Camb. Philos. 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