Penultimate Approximation for Hill's Estimator
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Publication:2771559
DOI10.1111/1467-9469.00255zbMath0980.62042MaRDI QIDQ2771559
Shi Hong Cheng, Laurens De Haan
Publication date: 17 February 2002
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: http://papers.tinbergen.nl/99062.pdf
62G20: Asymptotic properties of nonparametric inference
62G32: Statistics of extreme values; tail inference
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