Averages of Hill estimators (Q882925)
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scientific article; zbMATH DE number 5157101
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Averages of Hill estimators |
scientific article; zbMATH DE number 5157101 |
Statements
Averages of Hill estimators (English)
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25 May 2007
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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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0.8849695
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0.8848692
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0.87468797
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0.87155473
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