Abelian and Tauberian Theorems on the Bias of the Hill Estimator (Q4455912)
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scientific article; zbMATH DE number 2059356
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| English | Abelian and Tauberian Theorems on the Bias of the Hill Estimator |
scientific article; zbMATH DE number 2059356 |
Statements
Abelian and Tauberian Theorems on the Bias of the Hill Estimator (English)
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16 March 2004
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tail index
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asymptotic behaviour
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O-regularly varying function
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Matuzewska index
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0.87777096
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0.8741183
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0.87241113
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0.8704972
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