The Asymptotic Behavior of Hill’s Estimator (Q3805649)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Asymptotic Behavior of Hill’s Estimator |
scientific article |
Statements
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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