The Asymptotic Behavior of Hill’s Estimator
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Publication:3805649
DOI10.1137/1131060zbMath0657.62048MaRDI QIDQ3805649
Jan Beirlant, Jozef L. Teugels
Publication date: 1987
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1131060
consistency; asymptotic normality; maximum likelihood estimator; survival function; tail behaviour; Hill estimator; domain of attraction problem; empirical mean residual life function
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