How to make a Hill plot. (Q1848777)

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How to make a Hill plot.
scientific article

    Statements

    title
    How to make a Hill plot. (English)
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    author
    Holger Drees
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    Laurens De Haan
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    Sidney I. Resnick
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    publication date
    14 November 2002
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    zbMATH Keywords
    Estimation
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    extreme value index
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    heavy tails
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    Hill estimator
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    order statistics
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    Pareto tails
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    regular variation
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    Identifiers

    Mathematics Subject Classification ID
    62G32
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    62G05
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    62G30
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    zbMATH DE Number
    1828942
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