scientific article; zbMATH DE number 3988474

zbMATH Open0611.62036MaRDI QIDQ3750796FDOQ3750796

Authors: J. Beirlant, J. L. Teugels 

Publication date: 1986

Title of this publication is not available (Why is that?)

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zbMATH Keywords

asymptotic normalityconsistencysurvival functiontail behaviourdomain of attraction problemempirical mean residual life functionHill-estimator

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic distribution theory in statistics (62E20)

Cited In (27)

• Weak asymptotic results for t-Hill estimator
• Properties of Hill's estimator of extreme value index for impure samples
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• Asymptotic behavior of Hill's estimate and applications
• Almost sure convergence of the Hill estimator
• Tail Index Estimation in Models of Generalized Order Statistics
• How to make a Hill plot.
• A class of unbiased location invariant Hill-type estimators for heavy tailed distributions
• Abelian and Tauberian Theorems on the Bias of the Hill Estimator
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• Estimates for the Hill operator. I
• On discrimination between classes of distribution tails
• Averages of Hill estimators
• Ratio of generalized Hill's estimator and its asymptotic normality theory
• Hill estimator of projections of functional data on principal components
• Hill's estimator under weak dependence
• Consistency of the Hill estimator for time series observed with measurement errors
• Asymptotics for \(T\)-estimators
• Asymptotic properties of the tail distribution and Hill's estimator for shot noise sequence
• Generalized Hill's estimator
• Assessing confidence intervals for the tail index by Edgeworth expansions for the Hill estimator
• Penultimate approximation for Hill's estimator
• Dual divergence estimators of the tail index
• Priority statement and some properties of t-lgHill estimator
• Flexible multivariate Hill estimators
• Generalizations of the Hill estimator -- asymptotic versus finite sample behaviour

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