An Estimator of Heavy Tail Index through the Generalized Jackknife Methodology

Table 1

The simulated mean values and MSEs of , , and .

Frchet ()	[]	1.0001	0.9997	1.0001
	MSE[]
Frchet ()	[]	2.0001	1.9994	2.0002
	MSE[]
GP ()	[]	1.0000	1.0001	1.0001
	MSE[]
GP ()	[]	2.0000	2.0000	2.0000
	MSE[]
Burr ()	[]	1.0306	0.9889	0.9955
	MSE[]
Burr ()	[]	2.0612	1.9778	1.9910
	MSE[]