A class of unbiased location invariant Hill-type estimators for heavy tailed distributions
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Publication:1951775
DOI10.1214/08-EJS276zbMath1320.62111arXiv0809.3869MaRDI QIDQ1951775
Jiaona Li, Zuo Xiang Peng, Saralees Nadarajah
Publication date: 24 May 2013
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0809.3869
asymptotic normality; second order regular variation; location invariant Hill-type heavy tailed index estimator
62E20: Asymptotic distribution theory in statistics
62G20: Asymptotic properties of nonparametric inference
62G32: Statistics of extreme values; tail inference
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