Generalized Hill's estimator (Q5435153)
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scientific article; zbMATH DE number 5225693
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Generalized Hill's estimator |
scientific article; zbMATH DE number 5225693 |
Statements
14 January 2008
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heavy tails
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regular variation
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extreme value theory
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Hill estimator
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consistency
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order statistics
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simulations
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0.8472793102264404
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0.8276700377464294
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0.8200132250785828
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0.8140437602996826
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