Smoothing the Hill Estimator

DOI10.2307/1427870zbMath0873.60021MaRDI QIDQ4339350

Sidney I. Resnick, Cătălin Stărică

Publication date: 3 July 1997

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://hdl.handle.net/1813/8996

zbMATH Keywords

order statistics; averaging technique; empirical process; Hill estimator

Mathematics Subject Classification ID

60G70: Extreme value theory; extremal stochastic processes

60F17: Functional limit theorems; invariance principles

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