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Asymptotic properties of the tail distribution and Hill’s estimator for shot noise sequence

✍ Scribed by Chenhua Zhang,William P. McCormick

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The Asymptotic Behavior of Hill’s Estima

✍ Beirlant, J.; Teugels, J. K. 📂 Article 📅 1987 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 550 KB

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✍ M. Huebner 📂 Article 📅 1999 🏛 Springer Netherlands 🌐 English ⚖ 81 KB

An estimator for the quadratic covariati

✍ Markus Bibinger 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 510 KB

Parameter Estimation for the Tail Distri

✍ Raschke, Mathias 📂 Article 📅 2013 🏛 Taylor and Francis Group 🌐 English ⚖ 457 KB

341. Note: Some Distribution-Free Proper

✍ Potter C. Chang and Eugene A. Johnson 📂 Article 📅 1972 🏛 John Wiley and Sons 🌐 English ⚖ 503 KB

ASYMPTOTIC EXPANSIONS FOR THE DISTRIBUTI

✍ Yoshimichi Ochi 📂 Article 📅 1983 🏛 John Wiley and Sons 🌐 English ⚖ 341 KB