Tail prepivoting for the Hill estimator
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Publication:2991883
DOI10.1088/1751-8113/49/19/194004zbMath1342.62044MaRDI QIDQ2991883
Margarida Brito, Ana Cristina Moreira Freitas, Jorge Milhazes Freitas
Publication date: 10 August 2016
Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)
Full work available at URL: https://repositorio-aberto.up.pt/handle/10216/89267
62F12: Asymptotic properties of parametric estimators
62G05: Nonparametric estimation
62G30: Order statistics; empirical distribution functions