Asymptotic and finite sample properties of Hill-type estimators in the presence of errors in observations

DOI10.1080/10485252.2022.2136662OpenAlexW4307386478MaRDI QIDQ5881419

Mihyun Kim, Piotr S. Kokoszka

Publication date: 10 March 2023

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485252.2022.2136662

zbMATH Keywords

asymptotic normalityregular variationmeasurement errorHill estimatorharmonic moment estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics in engineering and industry; control charts (62P30) Nonparametric inference (62Gxx)

Cites Work

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• Using a bootstrap method to choose the sample fraction in tail index estimation

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