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Sponsored AI Networking Cookbook: Practical recipes for AI-assisted network automation and development AI Networking Cookbook: Practical recipes for AI-assisted network automation and development

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Frederico Caeiro

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Preprint Oct 2026

Nonlinear Reduced-Bias Extreme Value Index Estimators: A Comparative Study

The estimation of the extreme value index (EVI) plays a central role in extreme value theory (EVT), particularly in the statistical modelling of heavy-tailed phenomena. Classical semi-parametric estimators of the EVI are known to suffer from substantial bias, especially for moderate sample sizes and for common choices...

L. Henriques-Rodrigues, Frederico Caeiro, M. I. Gomes · 0 citations

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