Approximation of the Hill estimator process
From MaRDI portal
Publication:1273016
DOI10.1016/S0167-7152(98)00079-0zbMath0915.60029MaRDI QIDQ1273016
Edgar Kaufmann, Rolf-Dieter Reiss
Publication date: 2 December 1998
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-7152(98)00079-0
Related Items
EXTREME VALUE ANALYSIS WITHOUT THE LARGEST VALUES: WHAT CAN BE DONE?, Evolution in games with a continuous action space, How to make a Hill plot.
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A limit theorem for the maximum of normalized sums of independent random variables
- Kernel estimates of the tail index of a distribution
- Approximate distributions of order statistics. With applications to nonparametric statistics
- A simple general approach to inference about the tail of a distribution
- Approximation theorems for independent and weakly dependent random vectors
- Selecting the optimal sample fraction in univariate extreme value estimation
- An approximation of partial sums of independent RV's, and the sample DF. II
- An approximation of partial sums of independent RV'-s, and the sample DF. I