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Penultimate Approximation for Hill's Estimator

✍ Scribed by S. Cheng; L. De Haan

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Approximation of the Hill estimator proc

✍ E. Kaufmann; R.-D. Reiss 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 328 KB

Large deviation theorem for Hill's estim

✍ Cheng Shihong 📂 Article 📅 1992 🏛 Institute of Mathematics, Chinese Academy of Scien 🌐 English ⚖ 374 KB

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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✍ Shiqing Ling; Liang Peng 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 258 KB

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✍ Erhard Heil 📂 Article 📅 1975 🏛 Elsevier Science 🌐 English ⚖ 441 KB

Properties of Hill’s estimator of extrem

✍ Rodionov, I. V. 📂 Article 📅 2014 🏛 Allerton Press Inc 🌐 English ⚖ 326 KB