Monotonicity of the Hill estimator in finite samples

DOI10.1007/S11857-008-0054-2zbMath1293.62049OpenAlexW2067732670MaRDI QIDQ2511472

Heinz-Jürgen Klemmt

Publication date: 5 August 2014

Published in: Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11857-008-0054-2

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Point estimation (62F10)

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