Averages of Hill estimators (Q882925)

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Averages of Hill estimators
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    title
    Averages of Hill estimators (English)
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    DOI
    10.1007/BF02603003
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    author
    M. João Martins
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    M. Ivette Gomes
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    M. Manuela Neves
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    published in
    Test
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    publication date
    25 May 2007
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    Mathematics Subject Classification ID
    62G05
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    62G32
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    62G20
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    62G30
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    zbMATH DE Number
    5157101
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    zbMATH Keywords
    heavy tails
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    Hill estimator
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    regular variation
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    asymptotic efficiency
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    simulation
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