The Asymptotic Behavior of Hill’s Estimator (Q3805649): Difference between revisions

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Revision as of 15:34, 5 February 2024

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The Asymptotic Behavior of Hill’s Estimator
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    The Asymptotic Behavior of Hill’s Estimator (English)
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    1987
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    maximum likelihood estimator
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    survival function
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    Hill estimator
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    tail behaviour
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    empirical mean residual life function
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    domain of attraction problem
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    asymptotic normality
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    consistency
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