scientific article; zbMATH DE number 3988474

MaRDI QIDQ3750796zbMATH OpenFDO

Authors J. Beirlant, J. L. Teugels

Publication date 1986

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)

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• Assessing confidence intervals for the tail index by Edgeworth expansions for the Hill estimator
• Generalized Hill's estimator
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