Assessing confidence intervals for the tail index by Edgeworth expansions for the Hill estimator (Q880481)
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scientific article; zbMATH DE number 5153143
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| English | Assessing confidence intervals for the tail index by Edgeworth expansions for the Hill estimator |
scientific article; zbMATH DE number 5153143 |
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Assessing confidence intervals for the tail index by Edgeworth expansions for the Hill estimator (English)
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15 May 2007
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asymptotic normality
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confidence intervals
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Edgeworth expansions
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extreme value index
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Hill estimator
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regular variation
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tail index
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0.8394535183906555
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0.8394535183906555
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0.8132176995277405
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