Some results on the behaviour of hill's estimator (Q4262904): Difference between revisions
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Property / cites work: Tail Index Estimation, Pareto Quantile Plots, and Regression Diagnostics / rank | |||
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Property / cites work: Efficiency of convex combinations of pickands estimator of the extreme value index / rank | |||
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Property / cites work: SLOW VARIATION WITH REMAINDER: THEORY AND APPLICATIONS / rank | |||
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Latest revision as of 08:11, 29 May 2024
scientific article; zbMATH DE number 1341203
Language | Label | Description | Also known as |
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English | Some results on the behaviour of hill's estimator |
scientific article; zbMATH DE number 1341203 |
Statements
Some results on the behaviour of hill's estimator (English)
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24 August 2000
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tail index
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convex mixtures
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simulation
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Hill's estimator
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